-59.8%
MTZ vs DOV
-9.9%
-49.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +9.1% |
| 7D | -6.4% | -1.9% | -4.6% | -5.1% |
| 30D | -22.1% | +8.3% | -30.3% | -25.9% |
| 3M | -32.7% | -3.1% | -29.6% | -30.7% |
| 6M | -59.8% | -9.8% | -50.0% | -56.2% |
| All | -59.8% | -9.9% | -49.9% | -56.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling