+247.6%
MTZ vs DT
+70.4%
+177.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.7% |
| 7D | -6.4% | -24.7% | +18.3% | -1.1% |
| 30D | -22.1% | -27.4% | +5.3% | -17.1% |
| 3M | -32.7% | -11.1% | -21.6% | -31.9% |
| 6M | -59.8% | +13.7% | -73.5% | -62.2% |
| YTD | -19.9% | +0.2% | -20.1% | -23.0% |
| 1Y | -11.5% | -5.7% | -5.8% | -13.6% |
| 3Y | +258.1% | -8.1% | +266.2% | +247.9% |
| 5Y | +85.5% | -43.1% | +128.6% | +94.1% |
| All | +247.6% | +70.4% | +177.2% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling