+151.8%
HYG vs MTZ
+1,997.6%
-1,845.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | -0.2% |
| 7D | -0.7% | 0.0% | -0.7% | -0.8% |
| 30D | -0.6% | -14.8% | +14.3% | +0.7% |
| 3M | +0.4% | -30.8% | +31.2% | +2.9% |
| 6M | +1.2% | -22.6% | +23.9% | +2.5% |
| YTD | +1.5% | +6.8% | -5.3% | -0.2% |
| 1Y | +3.2% | +22.1% | -19.0% | +0.1% |
| 3Y | +25.9% | +153.1% | -127.2% | +12.6% |
| 5Y | +18.6% | +161.4% | -142.8% | +4.3% |
| 10Y | +55.8% | +723.1% | -667.3% | +18.4% |
| All | +151.8% | +1,997.6% | -1,845.8% | +63.7% |
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