+753.2%
MTZ vs HRB
+205.6%
+547.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | +2.3% | -10.6% | +12.9% | +5.1% |
| 30D | -10.3% | -0.8% | -9.5% | -10.7% |
| 3M | -31.8% | +19.1% | -50.9% | -36.3% |
| 6M | -19.2% | +48.7% | -67.9% | -31.0% |
| YTD | +10.7% | +7.1% | +3.6% | +4.6% |
| 1Y | +37.5% | -8.3% | +45.9% | +36.4% |
| 3Y | +162.4% | +25.8% | +136.5% | +121.4% |
| 5Y | +166.3% | +111.1% | +55.2% | +75.1% |
| 10Y | +753.2% | +206.6% | +546.6% | +363.5% |
| All | +753.2% | +205.6% | +547.6% | +363.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 10y: compounded portfolio wealth divided by compounded HRB 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…
10y analysis · Full analysis span regression · 6 months rolling