+39.3%
MTZ vs DG
+18.0%
+21.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.0% | +7.8% | +3.5% |
| 7D | +3.6% | -2.5% | +6.0% | +3.4% |
| 30D | -9.6% | +1.0% | -10.7% | -9.5% |
| 3M | -31.9% | +20.3% | -52.3% | -32.0% |
| 6M | -13.8% | -11.7% | -2.1% | -11.1% |
| YTD | +13.3% | -2.3% | +15.6% | +15.3% |
| 1Y | +39.3% | +20.0% | +19.3% | +39.9% |
| All | +39.3% | +18.0% | +21.3% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling