+269.5%
MTZ vs DT
+76.1%
+193.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.5% | -3.6% | -2.5% |
| 7D | +16.5% | +2.7% | +13.7% | +15.8% |
| 30D | -10.2% | -30.4% | +20.2% | -3.5% |
| 3M | -34.2% | -9.4% | -24.8% | -33.6% |
| 6M | -56.0% | +14.5% | -70.5% | -58.5% |
| YTD | -14.8% | +3.6% | -18.4% | -18.7% |
| 1Y | -7.2% | -3.4% | -3.8% | -9.8% |
| 3Y | +275.8% | -11.1% | +286.9% | +268.7% |
| 5Y | +93.5% | -39.5% | +133.0% | +99.7% |
| All | +269.5% | +76.1% | +193.5% | +162.7% |
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