+404.4%
MTZ vs HUBB
+382.2%
+22.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -0.9% | -1.2% |
| 7D | +16.5% | +4.6% | +11.9% | +12.7% |
| 30D | -10.2% | -8.4% | -1.8% | -3.5% |
| 3M | -34.2% | -14.3% | -19.8% | -25.4% |
| 6M | -56.0% | -9.3% | -46.6% | -52.2% |
| YTD | -14.8% | -0.5% | -14.3% | -14.9% |
| 1Y | -7.2% | -2.1% | -5.1% | -6.0% |
| 3Y | +275.8% | +57.2% | +218.5% | +161.1% |
| 5Y | +93.5% | +127.1% | -33.6% | -5.9% |
| All | +404.4% | +382.2% | +22.2% | +37.0% |
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