+166.3%
MTZ vs HUBB
+148.7%
+17.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.7% |
| 7D | +2.3% | +1.1% | +1.2% | +1.5% |
| 30D | -10.3% | -9.6% | -0.7% | -3.5% |
| 3M | -31.8% | -6.2% | -25.6% | -28.4% |
| 6M | -19.2% | -6.2% | -13.0% | -15.8% |
| YTD | +10.7% | +3.4% | +7.4% | +7.9% |
| 1Y | +37.5% | +5.3% | +32.2% | +32.4% |
| 3Y | +162.4% | +44.4% | +118.0% | +109.9% |
| 5Y | +166.3% | +152.4% | +14.0% | +53.3% |
| All | +166.3% | +148.7% | +17.7% | +53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling