+272.3%
MTZ vs HBM
+424.8%
-152.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.9% |
| 7D | +5.0% | +2.2% | +2.7% | +4.3% |
| 30D | -6.0% | -11.8% | +5.8% | -2.4% |
| 3M | -36.1% | -19.2% | -16.9% | -32.1% |
| 6M | -56.9% | -22.9% | -34.0% | -54.3% |
| YTD | -15.9% | +7.8% | -23.7% | -22.6% |
| 1Y | -3.8% | +34.9% | -38.8% | -18.5% |
| 3Y | +272.3% | +422.2% | -149.9% | +77.7% |
| All | +272.3% | +424.8% | -152.5% | +77.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling