+258.1%
MTZ vs DT
-9.2%
+267.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.6% |
| 7D | -6.4% | -24.7% | +18.3% | -4.1% |
| 30D | -22.1% | -27.4% | +5.3% | -19.9% |
| 3M | -32.7% | -11.1% | -21.6% | -32.7% |
| 6M | -59.8% | +13.7% | -73.5% | -62.0% |
| YTD | -19.9% | +0.2% | -20.1% | -21.6% |
| 1Y | -11.5% | -5.7% | -5.8% | -11.4% |
| 3Y | +258.1% | -8.1% | +266.2% | +239.8% |
| All | +258.1% | -9.2% | +267.3% | +239.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling