+156.5%
MTZ vs HRB
+38.9%
+117.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +1.6% |
| 7D | -1.6% | -5.7% | +4.1% | -2.3% |
| 30D | -11.1% | +7.9% | -19.0% | -10.0% |
| 3M | -36.7% | +32.1% | -68.8% | -34.2% |
| 6M | -21.9% | +62.2% | -84.2% | -17.9% |
| YTD | +9.1% | +16.4% | -7.3% | +16.6% |
| 1Y | +30.0% | -0.3% | +30.2% | +40.6% |
| All | +156.5% | +38.9% | +117.6% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling