+492.6%
MTZ vs HDB
+61.5%
+431.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.6% |
| 7D | -2.4% | +13.7% | -16.1% | -7.2% |
| 30D | -11.1% | +15.8% | -26.9% | -16.1% |
| 3M | -30.6% | +9.2% | -39.8% | -33.2% |
| 6M | -54.4% | +3.2% | -57.5% | -55.5% |
| YTD | -13.0% | -29.4% | +16.3% | -2.5% |
| 1Y | -5.7% | -27.9% | +22.2% | +4.8% |
| 3Y | +297.2% | -5.9% | +303.0% | +289.4% |
| 5Y | +95.9% | -23.5% | +119.4% | +104.2% |
| 10Y | +492.6% | +61.3% | +431.3% | +310.2% |
| All | +492.6% | +61.5% | +431.1% | +310.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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