-59.8%
MTZ vs HBM
-11.9%
-47.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.6% | +7.9% | +9.1% |
| 7D | -6.4% | -3.6% | -2.8% | -5.6% |
| 30D | -22.1% | -19.2% | -2.9% | -17.0% |
| 3M | -32.7% | -20.5% | -12.2% | -28.6% |
| 6M | -59.8% | -12.8% | -47.0% | -59.6% |
| All | -59.8% | -11.9% | -47.9% | -59.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling