+74.8%
MTZ vs DOV
+25.3%
+49.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.0% |
| 7D | -6.4% | -1.9% | -4.6% | -4.8% |
| 30D | -22.1% | +8.3% | -30.3% | -27.0% |
| 3M | -32.7% | -3.1% | -29.6% | -31.0% |
| 6M | -59.8% | -9.8% | -50.0% | -56.4% |
| YTD | -19.9% | +5.2% | -25.1% | -24.1% |
| 1Y | -11.5% | +15.3% | -26.8% | -22.5% |
| 3Y | +258.1% | +58.8% | +199.3% | +144.0% |
| All | +74.8% | +25.3% | +49.5% | +31.4% |
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