+261.0%
MTZ vs DT
+70.5%
+190.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.3% | -4.1% |
| 7D | -8.7% | -7.5% | -1.2% | -7.1% |
| 30D | -15.0% | -31.5% | +16.6% | -8.3% |
| 3M | -32.6% | -14.0% | -18.6% | -31.3% |
| 6M | -56.3% | +6.9% | -63.2% | -58.2% |
| YTD | -16.8% | +0.3% | -17.2% | -20.0% |
| 1Y | -10.0% | -6.9% | -3.1% | -11.9% |
| 3Y | +267.1% | -13.9% | +281.0% | +262.6% |
| 5Y | +89.9% | -39.9% | +129.8% | +96.1% |
| All | +261.0% | +70.5% | +190.5% | +158.4% |
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