+95.0%
MTZ vs DD
+67.2%
+27.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -0.9% |
| 7D | +5.0% | +5.0% | 0.0% | +2.0% |
| 30D | -6.0% | +19.7% | -25.7% | -15.7% |
| 3M | -36.1% | +7.2% | -43.3% | -38.7% |
| 6M | -56.9% | +1.0% | -57.9% | -57.2% |
| YTD | -15.9% | +29.1% | -45.0% | -29.0% |
| 1Y | -3.8% | +28.5% | -32.3% | -18.7% |
| 3Y | +272.3% | +89.4% | +182.8% | +132.2% |
| All | +95.0% | +67.2% | +27.7% | +25.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling