+1,312.0%
MTZ vs DG
+612.5%
+699.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -3.1% | +12.6% | +10.1% |
| 7D | -6.4% | +1.1% | -7.5% | -7.0% |
| 30D | -22.1% | +9.5% | -31.6% | -23.9% |
| 3M | -32.7% | +5.5% | -38.1% | -34.0% |
| 6M | -59.8% | +16.1% | -75.9% | -61.7% |
| YTD | -19.9% | +2.7% | -22.6% | -21.9% |
| 1Y | -11.5% | +42.1% | -53.6% | -20.1% |
| 3Y | +258.1% | +19.3% | +238.8% | +222.3% |
| 5Y | +85.5% | -35.3% | +120.9% | +94.4% |
| 10Y | +492.2% | +123.9% | +368.3% | +305.6% |
| All | +1,312.0% | +612.5% | +699.5% | +501.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling