+1,513.6%
HWM vs MTZ
+543.8%
+969.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.4% |
| 7D | +11.1% | +16.5% | -5.3% | +4.5% |
| 30D | +3.0% | -10.2% | +13.2% | +6.5% |
| 3M | -20.7% | -34.2% | +13.4% | -8.3% |
| 6M | -17.2% | -56.0% | +38.8% | +9.2% |
| YTD | +9.1% | -14.8% | +23.9% | +8.2% |
| 1Y | +9.0% | -7.2% | +16.3% | +4.1% |
| 3Y | +353.8% | +275.8% | +78.1% | +130.6% |
| 5Y | +608.0% | +93.5% | +514.5% | +343.8% |
| 10Y | +1,510.3% | +432.7% | +1,077.7% | +491.9% |
| All | +1,513.6% | +543.8% | +969.8% | +451.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling