-36.7%
MTZ vs D
+1.4%
-38.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2026-06-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | -1.6% | +1.5% | -3.0% | -1.6% |
| 30D | -11.1% | -2.6% | -8.5% | -11.5% |
| 3M | -36.7% | 0.0% | -36.7% | -35.1% |
| All | -36.7% | +1.4% | -38.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2026-06-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2026-06-04 to 2026-09-04 analysis · Full analysis span regression · Available span rolling