-4.3%
MTZ vs DD
+30.9%
-35.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.1% |
| 7D | +12.9% | +3.2% | +9.6% | +10.9% |
| 30D | -8.5% | +20.3% | -28.8% | -16.8% |
| 3M | -30.6% | +8.2% | -38.8% | -33.3% |
| 6M | -55.1% | +3.4% | -58.5% | -56.1% |
| YTD | -13.0% | +30.6% | -43.6% | -24.5% |
| 1Y | -4.3% | +30.6% | -34.9% | -16.4% |
| All | -4.3% | +30.9% | -35.2% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling