+2,478.0%
MTZ vs HRB
+3,493.2%
-1,015.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.2% | +11.8% | +9.5% |
| 7D | -2.4% | -2.4% | 0.0% | -2.2% |
| 30D | -11.1% | +15.7% | -26.8% | -15.4% |
| 3M | -30.6% | +11.4% | -42.0% | -33.8% |
| 6M | -54.4% | +40.7% | -95.1% | -60.1% |
| YTD | -13.0% | +21.0% | -34.0% | -22.4% |
| 1Y | -5.7% | +7.2% | -12.9% | -12.8% |
| 3Y | +297.2% | +29.2% | +268.0% | +236.6% |
| 5Y | +95.9% | +142.3% | -46.5% | +31.8% |
| 10Y | +492.6% | +253.1% | +239.6% | +236.9% |
| All | +2,478.0% | +3,493.2% | -1,015.3% | +790.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling