+157.1%
MTZ vs DGX
+93.2%
+63.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.8% | -1.7% | -3.6% |
| 7D | 0.0% | -3.5% | +3.4% | -0.2% |
| 30D | -14.8% | -2.7% | -12.2% | -14.9% |
| 3M | -30.8% | +13.9% | -44.7% | -30.3% |
| 6M | -22.6% | +16.0% | -38.7% | -22.1% |
| YTD | +6.8% | +34.9% | -28.1% | +8.0% |
| 1Y | +22.1% | +30.6% | -8.4% | +23.3% |
| All | +157.1% | +93.2% | +63.9% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling