+166.3%
MTZ vs DGX
+64.0%
+102.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -2.2% | +4.5% | +2.6% |
| 30D | -10.3% | -0.9% | -9.4% | -10.2% |
| 3M | -31.8% | +15.6% | -47.4% | -33.3% |
| 6M | -19.2% | +17.8% | -37.0% | -21.3% |
| YTD | +10.7% | +37.5% | -26.7% | +4.8% |
| 1Y | +37.5% | +31.2% | +6.4% | +31.0% |
| 3Y | +162.4% | +96.6% | +65.8% | +117.4% |
| 5Y | +166.3% | +64.9% | +101.4% | +118.3% |
| All | +166.3% | +64.0% | +102.4% | +118.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling