+95.9%
MTZ vs HIG
+109.3%
-13.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.6% | +7.9% | +8.4% |
| 7D | -2.4% | -0.5% | -1.9% | -2.5% |
| 30D | -11.1% | +4.5% | -15.6% | -13.0% |
| 3M | -30.6% | -5.5% | -25.1% | -29.5% |
| 6M | -54.4% | +3.1% | -57.5% | -55.8% |
| YTD | -13.0% | -0.8% | -12.2% | -14.5% |
| 1Y | -5.7% | +6.1% | -11.8% | -10.8% |
| 3Y | +297.2% | +94.1% | +203.1% | +158.9% |
| 5Y | +95.9% | +106.4% | -10.5% | +23.4% |
| All | +95.9% | +109.3% | -13.4% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling