+492.6%
MTZ vs DG
+128.5%
+364.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +8.3% |
| 7D | -2.4% | +0.7% | -3.1% | -2.7% |
| 30D | -11.1% | +7.4% | -18.5% | -12.3% |
| 3M | -30.6% | +8.5% | -39.1% | -31.8% |
| 6M | -54.4% | +21.9% | -76.2% | -56.2% |
| YTD | -13.0% | +4.9% | -18.0% | -14.7% |
| 1Y | -5.7% | +40.4% | -46.1% | -12.6% |
| 3Y | +297.2% | +23.5% | +273.7% | +265.8% |
| 5Y | +95.9% | -32.3% | +128.2% | +109.1% |
| 10Y | +492.6% | +119.3% | +373.3% | +303.1% |
| All | +492.6% | +128.5% | +364.2% | +303.1% |
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