-59.8%
MTZ vs DT
+14.3%
-74.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.4% |
| 7D | -6.4% | -24.7% | +18.3% | -12.7% |
| 30D | -22.1% | -27.4% | +5.3% | -27.8% |
| 3M | -32.7% | -11.1% | -21.6% | -33.9% |
| 6M | -59.8% | +13.7% | -73.5% | -57.4% |
| All | -59.8% | +14.3% | -74.1% | -57.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling