-14.3%
MTZ vs DOC
+21.8%
-36.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.1% | -18.5% | -15.2% |
| 7D | -7.4% | +8.7% | -16.1% | -7.2% |
| 30D | -23.6% | +7.6% | -31.2% | -23.4% |
| 3M | -38.3% | -5.3% | -33.0% | -38.0% |
| 6M | -60.6% | +27.6% | -88.2% | -61.0% |
| YTD | -22.9% | +32.4% | -55.3% | -23.8% |
| 1Y | -14.3% | +22.9% | -37.1% | -14.2% |
| All | -14.3% | +21.8% | -36.1% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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