+2,274.1%
MTZ vs DOV
+6,322.5%
-4,048.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -26.0% |
| 3M | -32.7% | -3.1% | -29.6% | -31.4% |
| 6M | -59.8% | -9.8% | -50.0% | -57.1% |
| YTD | -19.9% | +5.2% | -25.1% | -23.0% |
| 1Y | -11.5% | +15.3% | -26.8% | -19.8% |
| 3Y | +258.1% | +58.8% | +199.3% | +166.9% |
| 5Y | +85.5% | +26.6% | +59.0% | +58.6% |
| 10Y | +492.2% | +351.6% | +140.5% | +137.1% |
| All | +2,274.1% | +6,322.5% | -4,048.4% | +372.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling