+166.3%
MTZ vs HRB
+104.8%
+61.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.2% |
| 7D | +2.3% | -10.6% | +12.9% | +2.5% |
| 30D | -10.3% | -0.8% | -9.5% | -10.4% |
| 3M | -31.8% | +19.1% | -50.9% | -32.7% |
| 6M | -19.2% | +48.7% | -67.9% | -22.4% |
| YTD | +10.7% | +7.1% | +3.6% | +12.1% |
| 1Y | +37.5% | -8.3% | +45.9% | +43.2% |
| 3Y | +162.4% | +25.8% | +136.5% | +144.8% |
| 5Y | +166.3% | +111.1% | +55.2% | +134.3% |
| All | +166.3% | +104.8% | +61.5% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling