+3,968.9%
MTZ vs HIG
+997.5%
+2,971.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.2% | -6.5% | -4.9% |
| 7D | -8.7% | +2.1% | -10.8% | -9.3% |
| 30D | -15.0% | +6.7% | -21.7% | -16.5% |
| 3M | -32.6% | -1.9% | -30.6% | -32.6% |
| 6M | -56.3% | +5.3% | -61.7% | -57.3% |
| YTD | -16.8% | +1.3% | -18.2% | -18.0% |
| 1Y | -10.0% | +7.2% | -17.2% | -12.6% |
| 3Y | +267.1% | +96.6% | +170.5% | +206.4% |
| 5Y | +89.9% | +110.0% | -20.1% | +55.9% |
| 10Y | +442.2% | +268.4% | +173.9% | +289.6% |
| All | +3,968.9% | +997.5% | +2,971.4% | +1,233.6% |
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