+46.1%
DE vs MTZ
-14.7%
+60.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -15.4% | +17.0% | +2.8% |
| 7D | +5.6% | -7.4% | +13.0% | +5.9% |
| 30D | -0.8% | -23.6% | +22.8% | +1.4% |
| 3M | +9.8% | -38.3% | +48.2% | +15.0% |
| 6M | +17.5% | -60.6% | +78.1% | +31.3% |
| YTD | +46.5% | -22.9% | +69.3% | +55.3% |
| 1Y | +46.1% | -14.3% | +60.4% | +54.8% |
| All | +46.1% | -14.7% | +60.8% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling