-41.5%
DIS vs MTZ
+165.9%
-207.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.8% |
| 7D | -1.1% | +3.6% | -4.6% | -1.7% |
| 30D | +0.1% | -9.6% | +9.8% | +1.6% |
| 3M | +7.1% | -31.9% | +39.0% | +12.4% |
| 6M | +4.3% | -13.8% | +18.1% | +3.5% |
| YTD | -6.9% | +13.3% | -20.2% | -13.4% |
| 1Y | -10.3% | +39.3% | -49.6% | -20.9% |
| 3Y | +32.8% | +168.3% | -135.5% | -2.2% |
| 5Y | -41.5% | +166.4% | -207.9% | -59.5% |
| All | -41.5% | +165.9% | -207.4% | -59.5% |
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