+737.1%
MTZ vs DGX
+249.5%
+487.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -2.8% |
| 7D | 0.0% | -3.5% | +3.4% | +1.3% |
| 30D | -14.8% | -2.7% | -12.2% | -14.0% |
| 3M | -30.8% | +13.9% | -44.7% | -34.6% |
| 6M | -22.6% | +16.0% | -38.7% | -27.7% |
| YTD | +6.8% | +34.9% | -28.1% | -6.6% |
| 1Y | +22.1% | +30.6% | -8.4% | +7.7% |
| 3Y | +153.1% | +93.0% | +60.1% | +78.5% |
| 5Y | +161.4% | +64.4% | +97.0% | +96.1% |
| All | +737.1% | +249.5% | +487.6% | +311.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling