+3,134.4%
MTZ vs HRB
+3,357.9%
-223.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +3.2% |
| 7D | -1.6% | -5.7% | +4.1% | 0.0% |
| 30D | -11.1% | +7.9% | -19.0% | -13.5% |
| 3M | -36.7% | +32.1% | -68.8% | -42.7% |
| 6M | -21.9% | +62.2% | -84.2% | -35.1% |
| YTD | +9.1% | +16.4% | -7.3% | -0.5% |
| 1Y | +30.0% | -0.3% | +30.2% | +23.6% |
| 3Y | +138.5% | +36.0% | +102.4% | +100.1% |
| 5Y | +158.3% | +125.2% | +33.1% | +79.5% |
| 10Y | +700.8% | +237.7% | +463.1% | +365.2% |
| All | +3,134.4% | +3,357.9% | -223.5% | +1,042.0% |
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