-11.5%
MTZ vs DT
-8.7%
-2.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.4% |
| 7D | -6.4% | -24.7% | +18.3% | -11.3% |
| 30D | -22.1% | -27.4% | +5.3% | -26.5% |
| 3M | -32.7% | -11.1% | -21.6% | -33.7% |
| 6M | -59.8% | +13.7% | -73.5% | -58.7% |
| YTD | -19.9% | +0.2% | -20.1% | -15.2% |
| 1Y | -11.5% | -5.7% | -5.8% | -5.3% |
| All | -11.5% | -8.7% | -2.7% | -5.3% |
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