+781.4%
MTZ vs DGX
+9,745.0%
-8,963.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.3% |
| 7D | +16.5% | +1.9% | +14.5% | +15.8% |
| 30D | -10.2% | +12.7% | -22.9% | -13.7% |
| 3M | -34.2% | +9.6% | -43.8% | -36.3% |
| 6M | -56.0% | +37.6% | -93.6% | -60.5% |
| YTD | -14.8% | +52.1% | -67.0% | -26.4% |
| 1Y | -7.2% | +41.3% | -48.5% | -18.0% |
| 3Y | +275.8% | +106.9% | +168.9% | +188.0% |
| 5Y | +93.5% | +90.7% | +2.8% | +50.6% |
| 10Y | +432.7% | +288.0% | +144.7% | +229.2% |
| All | +781.4% | +9,745.0% | -8,963.6% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling