+18.3%
HYG vs MTZ
+168.2%
-149.9%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.6% | -0.2% |
| 7D | -0.7% | +1.4% | -2.1% | -0.8% |
| 30D | -0.7% | -14.5% | +13.8% | +0.2% |
| 3M | -0.2% | -32.9% | +32.7% | +1.8% |
| 6M | +1.4% | -20.8% | +22.3% | +2.1% |
| YTD | +1.5% | +10.6% | -9.1% | -0.3% |
| 1Y | +2.9% | +27.1% | -24.2% | 0.0% |
| 3Y | +25.6% | +166.1% | -140.5% | +14.3% |
| All | +18.3% | +168.2% | -149.9% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling