+442.2%
MTZ vs D
+44.7%
+397.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -8.7% | +2.4% | -11.1% | -9.4% |
| 30D | -15.0% | +10.9% | -25.9% | -17.2% |
| 3M | -32.6% | +2.8% | -35.4% | -33.2% |
| 6M | -56.3% | +12.7% | -69.1% | -57.8% |
| YTD | -16.8% | +20.3% | -37.1% | -20.9% |
| 1Y | -10.0% | +17.1% | -27.2% | -14.0% |
| 3Y | +267.1% | +75.1% | +192.0% | +210.0% |
| 5Y | +89.9% | +13.1% | +76.7% | +79.0% |
| 10Y | +442.2% | +48.3% | +394.0% | +466.3% |
| All | +442.2% | +44.7% | +397.5% | +466.3% |
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