+157.9%
MTZ vs DOV
+17.7%
+140.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.3% |
| 7D | -1.6% | -2.7% | +1.1% | +0.6% |
| 30D | -11.1% | -8.1% | -3.0% | -4.7% |
| 3M | -36.7% | -9.4% | -27.3% | -31.6% |
| 6M | -21.9% | -12.6% | -9.3% | -13.2% |
| YTD | +9.1% | -0.5% | +9.6% | +8.3% |
| 1Y | +30.0% | +9.2% | +20.7% | +18.7% |
| 3Y | +138.5% | +34.1% | +104.3% | +85.5% |
| All | +157.9% | +17.7% | +140.2% | +106.8% |
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