+398.0%
MTZ vs D
+48.0%
+350.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +5.0% | -1.4% | +6.4% | +5.3% |
| 30D | -6.0% | +7.7% | -13.7% | -7.9% |
| 3M | -36.1% | -0.3% | -35.8% | -36.3% |
| 6M | -56.9% | +10.1% | -66.9% | -58.1% |
| YTD | -15.9% | +19.1% | -35.0% | -19.9% |
| 1Y | -3.8% | +15.9% | -19.7% | -7.9% |
| 3Y | +272.3% | +75.0% | +197.3% | +213.8% |
| 5Y | +91.1% | +13.4% | +77.7% | +79.8% |
| All | +398.0% | +48.0% | +350.0% | +412.2% |
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