+4,153.6%
MTZ vs HIG
+974.1%
+3,179.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.3% |
| 3M | -30.6% | -5.5% | -25.1% | -30.0% |
| 6M | -54.4% | +3.1% | -57.5% | -55.1% |
| YTD | -13.0% | -0.8% | -12.2% | -13.8% |
| 1Y | -5.7% | +6.1% | -11.8% | -8.2% |
| 3Y | +297.2% | +94.1% | +203.1% | +232.7% |
| 5Y | +95.9% | +106.4% | -10.5% | +61.6% |
| 10Y | +492.6% | +265.1% | +227.6% | +327.1% |
| All | +4,153.6% | +974.1% | +3,179.5% | +1,301.7% |
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