+442.2%
MTZ vs HUBB
+389.2%
+53.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.9% | -3.5% | -3.7% |
| 7D | -8.7% | -2.6% | -6.2% | -6.2% |
| 30D | -15.0% | -7.7% | -7.3% | -9.2% |
| 3M | -32.6% | -13.0% | -19.6% | -24.6% |
| 6M | -56.3% | -10.6% | -45.8% | -52.2% |
| YTD | -16.8% | -0.6% | -16.3% | -16.9% |
| 1Y | -10.0% | -4.1% | -5.9% | -7.4% |
| 3Y | +267.1% | +57.2% | +210.0% | +154.9% |
| 5Y | +89.9% | +127.2% | -37.3% | -7.8% |
| 10Y | +442.2% | +386.2% | +56.1% | +38.3% |
| All | +442.2% | +389.2% | +53.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling