+697.8%
MTZ vs DD
+68.8%
+629.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.8% | +1.9% |
| 7D | -1.6% | -3.5% | +1.9% | +0.7% |
| 30D | -11.1% | -10.3% | -0.8% | -4.7% |
| 3M | -36.7% | -7.5% | -29.2% | -33.4% |
| 6M | -21.9% | -8.0% | -13.9% | -17.9% |
| YTD | +9.1% | +10.5% | -1.4% | +1.1% |
| 1Y | +30.0% | +38.3% | -8.3% | +3.4% |
| 3Y | +138.5% | +42.5% | +96.0% | +81.6% |
| 5Y | +158.3% | +60.2% | +98.2% | +77.3% |
| All | +697.8% | +68.8% | +629.0% | +316.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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