-14.3%
MTZ vs HBM
+47.3%
-61.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.6% | -19.0% | -16.4% |
| 7D | -7.4% | -5.8% | -1.6% | -6.1% |
| 30D | -23.6% | -18.5% | -5.1% | -19.2% |
| 3M | -38.3% | -10.3% | -28.0% | -37.0% |
| 6M | -60.6% | +2.1% | -62.7% | -61.7% |
| YTD | -22.9% | +12.0% | -34.9% | -31.5% |
| 1Y | -14.3% | +49.8% | -64.0% | -34.1% |
| All | -14.3% | +47.3% | -61.5% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 1y: compounded portfolio wealth divided by compounded HBM 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…
1y analysis · Full analysis span regression · 6 months rolling