+739.9%
MTZ vs HBM
+599.4%
+140.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.1% |
| 7D | +3.6% | +7.4% | -3.8% | +1.4% |
| 30D | -9.6% | +5.1% | -14.7% | -11.2% |
| 3M | -31.9% | +11.1% | -43.1% | -34.5% |
| 6M | -13.8% | +30.2% | -44.0% | -21.9% |
| YTD | +13.3% | +46.2% | -33.0% | -2.0% |
| 1Y | +39.3% | +120.0% | -80.8% | +6.4% |
| 3Y | +168.3% | +527.4% | -359.1% | +45.6% |
| 5Y | +166.4% | +400.4% | -234.0% | +43.2% |
| 10Y | +739.9% | +621.5% | +118.4% | +237.4% |
| All | +739.9% | +599.4% | +140.5% | +237.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling