+54.0%
DOCN vs MTZ
-12.7%
+66.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.5% | -7.0% | -3.0% |
| 7D | -19.2% | -6.4% | -12.7% | -16.4% |
| 30D | -43.1% | -22.1% | -21.0% | -34.5% |
| 3M | -40.7% | -32.7% | -8.0% | -26.0% |
| 6M | -55.0% | -59.8% | +4.8% | -23.8% |
| YTD | +50.6% | -19.9% | +70.5% | +59.9% |
| 1Y | +54.0% | -11.5% | +65.4% | +48.4% |
| All | +54.0% | -12.7% | +66.7% | +48.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling