+148.1%
MTZ vs DOC
+20.8%
+127.3%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.7% |
| 7D | -1.6% | -1.5% | -0.1% | -1.2% |
| 30D | -11.1% | -4.8% | -6.3% | -9.8% |
| 3M | -36.7% | +6.9% | -43.6% | -38.3% |
| 6M | -21.9% | +20.7% | -42.7% | -27.3% |
| YTD | +9.1% | +34.1% | -25.0% | -3.0% |
| 1Y | +30.0% | +22.6% | +7.3% | +19.5% |
| All | +148.1% | +20.8% | +127.3% | +125.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling