+95.0%
MTZ vs HDB
-23.2%
+118.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.7% | -1.4% |
| 7D | +5.0% | +2.7% | +2.2% | +4.1% |
| 30D | -6.0% | +14.1% | -20.1% | -10.4% |
| 3M | -36.1% | +11.8% | -47.9% | -38.8% |
| 6M | -56.9% | +8.2% | -65.0% | -58.6% |
| YTD | -15.9% | -29.3% | +13.4% | -5.4% |
| 1Y | -3.8% | -28.8% | +24.9% | +7.8% |
| 3Y | +272.3% | -7.5% | +279.7% | +263.5% |
| All | +95.0% | -23.2% | +118.1% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling