+1,114.9%
MTZ vs HDB
+4,142.9%
-3,028.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.8% | +7.8% | +8.8% |
| 7D | -6.4% | +13.3% | -19.8% | -11.3% |
| 30D | -22.1% | +13.6% | -35.6% | -26.3% |
| 3M | -32.7% | +5.8% | -38.4% | -34.7% |
| 6M | -59.8% | -1.9% | -57.9% | -60.1% |
| YTD | -19.9% | -31.2% | +11.3% | -9.2% |
| 1Y | -11.5% | -29.6% | +18.1% | -0.7% |
| 3Y | +258.1% | -10.1% | +268.2% | +258.3% |
| 5Y | +85.5% | -24.3% | +109.9% | +95.3% |
| 10Y | +492.2% | +59.3% | +432.9% | +334.4% |
| All | +1,114.9% | +4,142.9% | -3,028.0% | +134.9% |
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