+95.9%
MTZ vs HRB
+142.1%
-46.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.2% | +11.8% | +8.5% |
| 7D | -2.4% | -2.4% | 0.0% | -2.5% |
| 30D | -11.1% | +15.7% | -26.8% | -11.3% |
| 3M | -30.6% | +11.4% | -42.0% | -30.9% |
| 6M | -54.4% | +40.7% | -95.1% | -55.2% |
| YTD | -13.0% | +21.0% | -34.0% | -12.0% |
| 1Y | -5.7% | +7.2% | -12.9% | -2.4% |
| 3Y | +297.2% | +29.2% | +268.0% | +281.0% |
| 5Y | +95.9% | +142.3% | -46.5% | +70.5% |
| All | +95.9% | +142.1% | -46.3% | +70.5% |
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 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