+168.3%
MTZ vs HIG
+99.1%
+69.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.0% | +5.7% | +4.2% |
| 7D | +3.6% | -1.1% | +4.6% | +3.7% |
| 30D | -9.6% | -4.9% | -4.7% | -8.8% |
| 3M | -31.9% | +6.8% | -38.7% | -33.8% |
| 6M | -13.8% | -1.7% | -12.1% | -14.0% |
| YTD | +13.3% | -0.2% | +13.5% | +12.3% |
| 1Y | +39.3% | +5.7% | +33.6% | +34.6% |
| 3Y | +168.3% | +100.3% | +68.1% | +86.1% |
| All | +168.3% | +99.1% | +69.3% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling