-14.3%
MTZ vs DGX
+45.0%
-59.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.5% | -18.9% | -14.3% |
| 7D | -7.4% | +4.1% | -11.5% | -6.1% |
| 30D | -23.6% | +10.5% | -34.1% | -21.6% |
| 3M | -38.3% | +9.8% | -48.1% | -36.7% |
| 6M | -60.6% | +34.6% | -95.2% | -58.7% |
| YTD | -22.9% | +49.8% | -72.7% | -18.8% |
| 1Y | -14.3% | +46.0% | -60.3% | -9.6% |
| All | -14.3% | +45.0% | -59.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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