+95.0%
MTZ vs DOV
+29.1%
+65.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +5.0% | +3.0% | +2.0% | +2.6% |
| 30D | -6.0% | +8.6% | -14.6% | -12.0% |
| 3M | -36.1% | +1.9% | -38.0% | -37.0% |
| 6M | -56.9% | -1.7% | -55.2% | -56.4% |
| YTD | -15.9% | +8.3% | -24.2% | -22.2% |
| 1Y | -3.8% | +16.6% | -20.4% | -16.4% |
| 3Y | +272.3% | +65.1% | +207.1% | +145.6% |
| All | +95.0% | +29.1% | +65.9% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling