+74.8%
MTZ vs D
+12.5%
+62.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.5% | +11.0% | +9.7% |
| 7D | -6.4% | +3.0% | -9.4% | -6.9% |
| 30D | -22.1% | +11.5% | -33.5% | -23.6% |
| 3M | -32.7% | +3.7% | -36.4% | -33.1% |
| 6M | -59.8% | +13.5% | -73.4% | -60.8% |
| YTD | -19.9% | +20.7% | -40.6% | -22.9% |
| 1Y | -11.5% | +18.2% | -29.7% | -14.5% |
| 3Y | +258.1% | +73.3% | +184.8% | +206.5% |
| All | +74.8% | +12.5% | +62.3% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling