+3,134.4%
MTZ vs HUBB
+152,497.5%
-149,363.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | -11.1% | -10.0% | -1.1% | -10.9% |
| 3M | -36.7% | -4.8% | -31.9% | -36.6% |
| 6M | -21.9% | -5.6% | -16.4% | -21.8% |
| YTD | +9.1% | +4.7% | +4.5% | +9.1% |
| 1Y | +30.0% | +6.7% | +23.3% | +29.9% |
| 3Y | +138.5% | +45.8% | +92.7% | +137.1% |
| 5Y | +158.3% | +145.9% | +12.4% | +154.6% |
| 10Y | +700.8% | +418.6% | +282.2% | +681.8% |
| All | +3,134.4% | +152,497.5% | -149,363.1% | +4,135.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling