+8.3%
DUK vs MTZ
-14.7%
+23.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -15.4% | +17.8% | +1.8% |
| 7D | +4.9% | -7.4% | +12.3% | +4.5% |
| 30D | +13.8% | -23.6% | +37.4% | +13.0% |
| 3M | +5.2% | -38.3% | +43.5% | +3.9% |
| 6M | +3.5% | -60.6% | +64.1% | +1.4% |
| YTD | +13.5% | -22.9% | +36.3% | +14.6% |
| 1Y | +8.3% | -14.3% | +22.6% | +9.3% |
| All | +8.3% | -14.7% | +23.0% | +9.3% |
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