+226.9%
MTZ vs DOC
+43.2%
+183.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -4.9% | -5.1% |
| 7D | -10.6% | +6.2% | -16.8% | -12.0% |
| 30D | -30.4% | +6.5% | -36.8% | -31.6% |
| 3M | -40.4% | -6.2% | -34.2% | -39.5% |
| 6M | -63.7% | +25.6% | -89.3% | -66.5% |
| YTD | -26.9% | +32.1% | -59.0% | -34.2% |
| 1Y | -20.2% | +20.3% | -40.5% | -25.4% |
| All | +226.9% | +43.2% | +183.7% | +166.7% |
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