+5,236.8%
MTZ vs HIG
+1,002.1%
+4,234.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.4% |
| 7D | -1.6% | +0.3% | -1.9% | -1.7% |
| 30D | -11.1% | -3.2% | -7.9% | -10.5% |
| 3M | -36.7% | +9.1% | -45.9% | -38.4% |
| 6M | -21.9% | -1.8% | -20.2% | -22.1% |
| YTD | +9.1% | +1.8% | +7.4% | +7.8% |
| 1Y | +30.0% | +4.6% | +25.4% | +27.4% |
| 3Y | +138.5% | +101.6% | +36.8% | +98.6% |
| 5Y | +158.3% | +124.5% | +33.9% | +109.6% |
| 10Y | +700.8% | +317.8% | +383.0% | +463.0% |
| All | +5,236.8% | +1,002.1% | +4,234.7% | +1,654.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling