+45.7%
DUK vs MTZ
+160.5%
-114.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.5% | -3.5% | +0.1% |
| 7D | -0.7% | +1.4% | -2.0% | -0.6% |
| 30D | -2.4% | -14.5% | +12.0% | -2.7% |
| 3M | -3.0% | -32.9% | +29.9% | -3.6% |
| 6M | -6.6% | -20.8% | +14.3% | -6.8% |
| YTD | +4.6% | +10.6% | -6.0% | +4.8% |
| 1Y | +1.2% | +27.1% | -25.9% | +1.7% |
| 3Y | +45.7% | +166.1% | -120.5% | +43.7% |
| All | +45.7% | +160.5% | -114.8% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling