-59.8%
MTZ vs DD
-0.8%
-59.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.1% | +8.4% | +8.8% |
| 7D | -6.4% | +4.6% | -11.0% | -8.6% |
| 30D | -22.1% | +11.8% | -33.8% | -27.3% |
| 3M | -32.7% | +2.2% | -34.8% | -32.7% |
| 6M | -59.8% | -1.6% | -58.2% | -59.3% |
| All | -59.8% | -0.8% | -59.0% | -59.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling