-35.6%
DOCN vs MTZ
+80.0%
-115.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.5% | -7.0% | -3.1% |
| 7D | -19.2% | -6.4% | -12.7% | -16.3% |
| 30D | -43.1% | -22.1% | -21.0% | -34.4% |
| 3M | -40.7% | -32.7% | -8.0% | -26.1% |
| 6M | -55.0% | -59.8% | +4.8% | -25.4% |
| YTD | +50.6% | -19.9% | +70.5% | +64.5% |
| 1Y | +54.0% | -11.5% | +65.4% | +58.4% |
| 3Y | +203.9% | +258.1% | -54.2% | +22.4% |
| All | -35.6% | +80.0% | -115.6% | -56.7% |
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