+697.8%
MTZ vs D
+35.0%
+662.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.6% | +1.5% | -3.0% | -1.9% |
| 30D | -11.1% | -2.6% | -8.5% | -10.5% |
| 3M | -36.7% | 0.0% | -36.7% | -36.8% |
| 6M | -21.9% | +7.4% | -29.3% | -23.5% |
| YTD | +9.1% | +15.9% | -6.7% | +5.1% |
| 1Y | +30.0% | +18.1% | +11.8% | +24.3% |
| 3Y | +138.5% | +58.4% | +80.1% | +107.7% |
| 5Y | +158.3% | +5.2% | +153.1% | +148.5% |
| All | +697.8% | +35.0% | +662.8% | +698.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling