+99.6%
DE vs MTZ
+168.2%
-68.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.9% | -1.0% |
| 7D | -2.6% | +1.4% | -3.9% | -2.9% |
| 30D | +9.0% | -14.5% | +23.5% | +12.1% |
| 3M | +19.1% | -32.9% | +52.1% | +27.0% |
| 6M | +14.4% | -20.8% | +35.2% | +17.4% |
| YTD | +45.9% | +10.6% | +35.3% | +39.8% |
| 1Y | +43.6% | +27.1% | +16.5% | +33.0% |
| 3Y | +75.9% | +166.1% | -90.3% | +34.7% |
| All | +99.6% | +168.2% | -68.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling