+2,366.0%
MTZ vs HRB
+3,493.9%
-1,127.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.4% | -4.3% |
| 7D | -8.7% | -4.0% | -4.7% | -8.1% |
| 30D | -15.0% | +15.8% | -30.7% | -19.1% |
| 3M | -32.6% | +12.0% | -44.6% | -35.8% |
| 6M | -56.3% | +40.7% | -97.1% | -61.8% |
| YTD | -16.8% | +21.0% | -37.8% | -25.7% |
| 1Y | -10.0% | +11.7% | -21.7% | -17.9% |
| 3Y | +267.1% | +25.0% | +242.2% | +214.4% |
| 5Y | +89.9% | +141.0% | -51.2% | +28.0% |
| 10Y | +442.2% | +241.3% | +201.0% | +211.3% |
| All | +2,366.0% | +3,493.9% | -1,127.9% | +752.0% |
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