+87.1%
DOCN vs MTZ
+104.0%
-16.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.3% | +5.9% | +4.0% |
| 7D | -12.1% | -8.7% | -3.4% | -8.0% |
| 30D | -41.0% | -15.0% | -26.1% | -35.7% |
| 3M | -38.7% | -32.6% | -6.1% | -24.5% |
| 6M | -51.5% | -56.3% | +4.9% | -25.6% |
| YTD | +65.3% | -16.8% | +82.1% | +77.0% |
| 1Y | +53.9% | -10.0% | +63.9% | +57.8% |
| 3Y | +215.6% | +267.1% | -51.6% | +40.7% |
| 5Y | -26.2% | +89.9% | -116.0% | -53.7% |
| All | +87.1% | +104.0% | -16.9% | +4.8% |
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 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