-14.3%
MTZ vs DOV
+21.2%
-35.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -0.4% | -15.0% | -15.1% |
| 7D | -7.4% | +2.2% | -9.6% | -8.8% |
| 30D | -23.6% | +11.2% | -34.8% | -28.9% |
| 3M | -38.3% | +1.6% | -39.9% | -38.8% |
| 6M | -60.6% | -3.2% | -57.4% | -59.7% |
| YTD | -22.9% | +9.7% | -32.6% | -27.2% |
| 1Y | -14.3% | +20.5% | -34.8% | -22.3% |
| All | -14.3% | +21.2% | -35.5% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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