+84.2%
DOCN vs MTZ
+113.2%
-29.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +8.6% | -0.6% | +3.2% |
| 7D | -12.8% | -2.4% | -10.4% | -11.9% |
| 30D | -41.9% | -11.1% | -30.8% | -38.1% |
| 3M | -36.9% | -30.6% | -6.3% | -23.5% |
| 6M | -52.2% | -54.4% | +2.1% | -28.5% |
| YTD | +62.7% | -13.0% | +75.7% | +70.2% |
| 1Y | +58.2% | -5.7% | +63.9% | +58.3% |
| 3Y | +219.5% | +297.2% | -77.7% | +36.5% |
| 5Y | -32.9% | +95.9% | -128.8% | -58.8% |
| All | +84.2% | +113.2% | -29.0% | +0.8% |
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