+3,134.4%
MTZ vs DOC
+2,974.4%
+160.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.8% | +3.9% | +2.9% |
| 7D | -1.6% | -1.5% | -0.1% | -1.0% |
| 30D | -11.1% | -4.8% | -6.3% | -9.3% |
| 3M | -36.7% | +6.9% | -43.6% | -38.7% |
| 6M | -21.9% | +20.7% | -42.7% | -28.9% |
| YTD | +9.1% | +34.1% | -25.0% | -5.3% |
| 1Y | +30.0% | +22.6% | +7.3% | +16.7% |
| 3Y | +138.5% | +20.8% | +117.6% | +112.2% |
| 5Y | +158.3% | -24.9% | +183.2% | +177.1% |
| 10Y | +700.8% | -1.8% | +702.6% | +634.0% |
| All | +3,134.4% | +2,974.4% | +160.0% | +633.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling