+39.3%
MTZ vs HBM
+122.7%
-83.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.8% | -2.0% | +2.0% |
| 7D | +3.6% | +7.4% | -3.8% | +1.3% |
| 30D | -9.6% | +5.1% | -14.7% | -11.3% |
| 3M | -31.9% | +11.1% | -43.1% | -35.0% |
| 6M | -13.8% | +30.2% | -44.0% | -22.8% |
| YTD | +13.3% | +46.2% | -33.0% | -5.7% |
| 1Y | +39.3% | +120.0% | -80.8% | +1.1% |
| All | +39.3% | +122.7% | -83.5% | +1.1% |
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