+1,555.2%
MTZ vs HDB
+3,812.1%
-2,256.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | +0.4% | -2.0% | -1.8% |
| 30D | -11.1% | -2.8% | -8.3% | -10.2% |
| 3M | -36.7% | -3.5% | -33.2% | -36.4% |
| 6M | -21.9% | -24.7% | +2.8% | -13.8% |
| YTD | +9.1% | -36.6% | +45.7% | +28.5% |
| 1Y | +30.0% | -34.4% | +64.3% | +50.6% |
| 3Y | +138.5% | -24.4% | +162.8% | +157.0% |
| 5Y | +158.3% | -35.4% | +193.7% | +191.0% |
| 10Y | +700.8% | +39.5% | +661.2% | +522.7% |
| All | +1,555.2% | +3,812.1% | -2,256.9% | +232.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling