-10.0%
MTZ vs DD
+33.0%
-43.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.5% | -5.0% |
| 7D | -8.7% | +2.2% | -10.9% | -9.8% |
| 30D | -15.0% | +20.7% | -35.6% | -22.7% |
| 3M | -32.6% | +11.3% | -43.9% | -36.1% |
| 6M | -56.3% | +6.0% | -62.3% | -57.8% |
| YTD | -16.8% | +31.7% | -48.5% | -28.1% |
| 1Y | -10.0% | +32.2% | -42.3% | -21.7% |
| All | -10.0% | +33.0% | -43.1% | -21.7% |
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