+404.4%
MTZ vs HBM
+285.4%
+118.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.7% |
| 7D | +16.5% | +5.1% | +11.4% | +14.9% |
| 30D | -10.2% | -15.8% | +5.6% | -5.8% |
| 3M | -34.2% | -22.4% | -11.7% | -29.7% |
| 6M | -56.0% | -20.2% | -35.7% | -53.9% |
| YTD | -14.8% | +9.0% | -23.9% | -20.3% |
| 1Y | -7.2% | +27.4% | -34.6% | -17.2% |
| 3Y | +275.8% | +424.2% | -148.5% | +113.1% |
| 5Y | +93.5% | +196.1% | -102.6% | +20.1% |
| All | +404.4% | +285.4% | +118.9% | +115.6% |
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