+148.1%
MTZ vs DT
+9.0%
+139.1%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.6% | +3.7% | +2.4% |
| 7D | -1.6% | -3.3% | +1.7% | -1.1% |
| 30D | -11.1% | +2.0% | -13.1% | -11.5% |
| 3M | -36.7% | +20.0% | -56.7% | -39.1% |
| 6M | -21.9% | +39.3% | -61.2% | -28.7% |
| YTD | +9.1% | +19.8% | -10.6% | +5.0% |
| 1Y | +30.0% | +4.3% | +25.7% | +31.3% |
| All | +148.1% | +9.0% | +139.1% | +127.4% |
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 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