+404.4%
MTZ vs D
+47.7%
+356.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.3% | -2.0% |
| 7D | +16.5% | -3.1% | +19.5% | +17.2% |
| 30D | -10.2% | +8.4% | -18.6% | -12.1% |
| 3M | -34.2% | +0.2% | -34.4% | -34.4% |
| 6M | -56.0% | +9.5% | -65.4% | -57.1% |
| YTD | -14.8% | +18.8% | -33.7% | -18.8% |
| 1Y | -7.2% | +14.7% | -21.9% | -10.9% |
| 3Y | +275.8% | +72.9% | +202.8% | +217.7% |
| 5Y | +93.5% | +13.1% | +80.4% | +82.2% |
| All | +404.4% | +47.7% | +356.7% | +418.9% |
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