+277.7%
MTZ vs DT
+73.5%
+204.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.9% | +4.2% |
| 7D | +12.9% | -5.4% | +18.3% | +14.3% |
| 30D | -8.5% | -32.2% | +23.7% | -1.2% |
| 3M | -30.6% | -10.9% | -19.7% | -29.8% |
| 6M | -55.1% | +10.0% | -65.1% | -57.3% |
| YTD | -13.0% | +2.1% | -15.0% | -16.7% |
| 1Y | -4.3% | -5.5% | +1.2% | -6.5% |
| 3Y | +284.0% | -12.4% | +296.5% | +278.0% |
| 5Y | +97.7% | -39.7% | +137.4% | +104.1% |
| All | +277.7% | +73.5% | +204.2% | +169.4% |
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