+258.1%
MTZ vs HDB
-11.1%
+269.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.8% | +9.1% |
| 7D | -6.4% | +13.3% | -19.8% | -9.6% |
| 30D | -22.1% | +13.6% | -35.6% | -24.8% |
| 3M | -32.7% | +5.8% | -38.4% | -33.8% |
| 6M | -59.8% | -1.9% | -57.9% | -59.9% |
| YTD | -19.9% | -31.2% | +11.3% | -10.5% |
| 1Y | -11.5% | -29.6% | +18.1% | -2.0% |
| 3Y | +258.1% | -10.1% | +268.2% | +247.2% |
| All | +258.1% | -11.1% | +269.2% | +247.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling