+39.3%
MTZ vs HIG
+5.4%
+33.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.7% | +3.0% |
| 7D | +3.6% | -1.1% | +4.6% | +3.1% |
| 30D | -9.6% | -4.9% | -4.7% | -11.0% |
| 3M | -31.9% | +6.8% | -38.7% | -31.6% |
| 6M | -13.8% | -1.7% | -12.1% | -13.4% |
| YTD | +13.3% | -0.2% | +13.5% | +14.7% |
| 1Y | +39.3% | +5.7% | +33.6% | +45.3% |
| All | +39.3% | +5.4% | +33.9% | +45.3% |
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