+95.0%
MTZ vs DT
-37.8%
+132.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.0% | -1.2% |
| 7D | +5.0% | +3.1% | +1.9% | +4.4% |
| 30D | -6.0% | -29.5% | +23.5% | -0.1% |
| 3M | -36.1% | -11.7% | -24.4% | -35.4% |
| 6M | -56.9% | +29.0% | -85.9% | -60.5% |
| YTD | -15.9% | +3.4% | -19.3% | -19.5% |
| 1Y | -3.8% | -4.2% | +0.4% | -5.9% |
| 3Y | +272.3% | -12.8% | +285.1% | +268.7% |
| All | +95.0% | -37.8% | +132.8% | +108.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling