-59.8%
MTZ vs DG
+15.9%
-75.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.1% | +12.6% | +8.0% |
| 7D | -6.4% | +1.1% | -7.5% | -4.9% |
| 30D | -22.1% | +9.5% | -31.6% | -18.2% |
| 3M | -32.7% | +5.5% | -38.1% | -30.2% |
| 6M | -59.8% | +16.1% | -75.9% | -57.3% |
| All | -59.8% | +15.9% | -75.7% | -57.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling