+69.4%
MTZ vs D
+14.9%
+54.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -10.6% | +6.9% | -17.6% | -11.5% |
| 30D | -30.4% | +12.3% | -42.7% | -31.7% |
| 3M | -40.4% | +3.0% | -43.5% | -40.7% |
| 6M | -63.7% | +12.8% | -76.5% | -64.5% |
| YTD | -26.9% | +22.6% | -49.4% | -29.6% |
| 1Y | -20.2% | +21.7% | -41.8% | -23.1% |
| 3Y | +208.1% | +83.9% | +124.2% | +161.4% |
| 5Y | +69.4% | +14.0% | +55.4% | +66.5% |
| All | +69.4% | +14.9% | +54.5% | +66.5% |
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