+851.5%
DE vs MTZ
+773.6%
+77.9%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.3% |
| 7D | -2.6% | +1.4% | -3.9% | -3.0% |
| 30D | +9.0% | -14.5% | +23.5% | +13.3% |
| 3M | +19.1% | -32.9% | +52.1% | +30.1% |
| 6M | +14.4% | -20.8% | +35.2% | +18.4% |
| YTD | +45.9% | +10.6% | +35.3% | +37.0% |
| 1Y | +43.6% | +27.1% | +16.5% | +28.5% |
| 3Y | +75.9% | +166.1% | -90.3% | +19.2% |
| 5Y | +98.8% | +170.7% | -71.9% | +27.7% |
| All | +851.5% | +773.6% | +77.9% | +313.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling