+157.9%
MTZ vs HBM
+349.4%
-191.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.9% | +3.1% | +2.4% |
| 7D | -1.6% | -6.4% | +4.8% | +0.3% |
| 30D | -11.1% | +5.9% | -17.0% | -12.9% |
| 3M | -36.7% | -8.9% | -27.8% | -35.8% |
| 6M | -21.9% | +10.7% | -32.6% | -26.2% |
| YTD | +9.1% | +38.3% | -29.1% | -4.7% |
| 1Y | +30.0% | +121.3% | -91.4% | -2.3% |
| 3Y | +138.5% | +450.6% | -312.1% | +31.0% |
| All | +157.9% | +349.4% | -191.5% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling