+709.2%
MTZ vs DG
+114.2%
+595.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | -1.6% | +8.4% | -10.0% | -2.8% |
| 30D | -11.1% | +4.9% | -16.0% | -11.8% |
| 3M | -36.7% | +29.3% | -66.0% | -39.6% |
| 6M | -21.9% | -11.3% | -10.7% | -20.7% |
| YTD | +9.1% | +1.8% | +7.4% | +8.0% |
| 1Y | +30.0% | +25.3% | +4.6% | +23.2% |
| 3Y | +138.5% | +9.1% | +129.4% | +127.5% |
| 5Y | +158.3% | -34.9% | +193.2% | +178.7% |
| All | +709.2% | +114.2% | +595.0% | +433.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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