-3.8%
MTZ vs DGX
+42.2%
-46.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +5.0% | +1.6% | +3.4% | +5.4% |
| 30D | -6.0% | +11.2% | -17.2% | -3.3% |
| 3M | -36.1% | +10.4% | -46.5% | -34.3% |
| 6M | -56.9% | +37.1% | -94.0% | -54.7% |
| YTD | -15.9% | +52.1% | -68.0% | -11.6% |
| 1Y | -3.8% | +40.7% | -44.6% | +0.6% |
| All | -3.8% | +42.2% | -46.1% | +0.6% |
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