+156.5%
MTZ vs DOV
+39.5%
+117.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | -1.6% | -2.7% | +1.1% | +0.8% |
| 30D | -11.1% | -8.1% | -3.0% | -4.2% |
| 3M | -36.7% | -9.4% | -27.3% | -31.2% |
| 6M | -21.9% | -12.6% | -9.3% | -12.4% |
| YTD | +9.1% | -0.5% | +9.6% | +7.5% |
| 1Y | +30.0% | +9.2% | +20.7% | +16.5% |
| All | +156.5% | +39.5% | +117.0% | +58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling