+2,185.6%
MTZ vs DOC
+2,934.4%
-748.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +3.1% | -18.5% | -16.7% |
| 7D | -7.4% | +8.7% | -16.1% | -10.7% |
| 30D | -23.6% | +7.6% | -31.2% | -26.2% |
| 3M | -38.3% | -5.3% | -33.0% | -37.3% |
| 6M | -60.6% | +27.6% | -88.2% | -65.1% |
| YTD | -22.9% | +32.4% | -55.3% | -33.1% |
| 1Y | -14.3% | +22.9% | -37.1% | -23.4% |
| 3Y | +225.0% | +43.1% | +181.9% | +168.1% |
| 5Y | +87.2% | -21.4% | +108.6% | +96.1% |
| 10Y | +470.1% | +16.8% | +453.3% | +384.7% |
| All | +2,185.6% | +2,934.4% | -748.8% | +417.7% |
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 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