-43.2%
DOCN vs MTZ
-41.2%
-2.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.2% | -10.7% | -13.0% |
| 7D | -29.3% | -10.6% | -18.7% | -25.5% |
| 30D | -46.0% | -30.4% | -15.7% | -35.3% |
| 3M | -43.2% | -40.4% | -2.8% | -23.1% |
| All | -43.2% | -41.2% | -2.0% | -23.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling