-14.3%
MTZ vs HIG
+12.7%
-27.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.4% | -17.8% | -14.0% |
| 7D | -7.4% | +6.2% | -13.6% | -4.2% |
| 30D | -23.6% | +9.4% | -33.0% | -19.8% |
| 3M | -38.3% | -2.3% | -36.0% | -38.3% |
| 6M | -60.6% | +4.2% | -64.8% | -59.7% |
| YTD | -22.9% | +1.6% | -24.5% | -20.2% |
| 1Y | -14.3% | +9.9% | -24.2% | -8.9% |
| All | -14.3% | +12.7% | -27.0% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling