+2,522.5%
DUK vs MTZ
+2,996.0%
-473.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.7% |
| 7D | -1.7% | 0.0% | -1.6% | -1.7% |
| 30D | -2.2% | -14.8% | +12.6% | -1.7% |
| 3M | -3.7% | -30.8% | +27.1% | -2.6% |
| 6M | -6.3% | -22.6% | +16.3% | -5.8% |
| YTD | +4.5% | +6.8% | -2.3% | +3.7% |
| 1Y | +1.8% | +22.1% | -20.3% | +0.4% |
| 3Y | +46.8% | +153.1% | -106.3% | +39.2% |
| 5Y | +40.2% | +161.4% | -121.2% | +31.9% |
| 10Y | +129.8% | +723.1% | -593.3% | +103.4% |
| All | +2,522.5% | +2,996.0% | -473.5% | +2,040.3% |
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 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