-56.9%
MTZ vs DGX
+38.6%
-95.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +5.0% | +1.6% | +3.4% | +5.8% |
| 30D | -6.0% | +11.2% | -17.2% | -0.5% |
| 3M | -36.1% | +10.4% | -46.5% | -32.4% |
| 6M | -56.9% | +37.1% | -94.0% | -49.5% |
| All | -56.9% | +38.6% | -95.4% | -49.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling