-63.7%
MTZ vs D
+12.4%
-76.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | -10.6% | +6.9% | -17.6% | -8.3% |
| 30D | -30.4% | +12.3% | -42.7% | -27.7% |
| 3M | -40.4% | +3.0% | -43.5% | -39.2% |
| 6M | -63.7% | +12.8% | -76.5% | -62.0% |
| All | -63.7% | +12.4% | -76.1% | -62.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling