+1,773.8%
HWM vs MTZ
+725.0%
+1,048.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.1% | -2.6% | -1.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.5% |
| 30D | -11.0% | -11.1% | +0.1% | -7.3% |
| 3M | +4.0% | -36.7% | +40.7% | +20.7% |
| 6M | -0.2% | -21.9% | +21.7% | +5.1% |
| YTD | +26.7% | +9.1% | +17.5% | +15.7% |
| 1Y | +44.7% | +30.0% | +14.8% | +22.0% |
| 3Y | +426.1% | +138.5% | +287.6% | +227.6% |
| 5Y | +738.5% | +158.3% | +580.2% | +373.5% |
| All | +1,773.8% | +725.0% | +1,048.8% | +489.7% |
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