+404.4%
MTZ vs DTE
+151.2%
+253.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | +16.5% | +3.2% | +13.2% | +14.6% |
| 30D | -10.2% | +8.5% | -18.7% | -14.4% |
| 3M | -34.2% | +1.3% | -35.4% | -34.8% |
| 6M | -56.0% | -0.7% | -55.3% | -56.2% |
| YTD | -14.8% | +10.6% | -25.5% | -20.6% |
| 1Y | -7.2% | +2.6% | -9.9% | -9.7% |
| 3Y | +275.8% | +56.5% | +219.2% | +177.7% |
| 5Y | +93.5% | +46.7% | +46.8% | +45.4% |
| All | +404.4% | +151.2% | +253.2% | +223.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling