+66.4%
DOCN vs MTZ
+79.3%
-12.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.2% | -10.7% | -13.0% |
| 7D | -29.3% | -10.6% | -18.7% | -25.2% |
| 30D | -46.0% | -30.4% | -15.7% | -34.1% |
| 3M | -43.2% | -40.4% | -2.8% | -25.0% |
| 6M | -53.7% | -63.7% | +10.0% | -21.1% |
| YTD | +46.9% | -26.9% | +73.8% | +69.6% |
| 1Y | +54.3% | -20.2% | +74.5% | +69.7% |
| 3Y | +185.5% | +208.1% | -22.6% | +40.8% |
| 5Y | -31.1% | +69.4% | -100.5% | -53.4% |
| All | +66.4% | +79.3% | -12.9% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling