-6.0%
MTZ vs DT
-7.6%
+1.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.4% | +8.8% |
| 7D | -2.4% | -20.2% | +17.8% | -6.6% |
| 30D | -11.1% | -30.8% | +19.7% | -17.1% |
| 3M | -30.6% | -10.2% | -20.4% | -31.6% |
| 6M | -54.4% | +8.0% | -62.4% | -53.3% |
| YTD | -13.0% | +1.5% | -14.5% | -7.9% |
| All | -6.0% | -7.6% | +1.7% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling