+753.2%
MTZ vs DTE
+136.5%
+616.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -1.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | -10.3% | -0.5% | -9.8% | -10.0% |
| 3M | -31.8% | -6.0% | -25.8% | -29.8% |
| 6M | -19.2% | -7.2% | -12.0% | -16.4% |
| YTD | +10.7% | +7.2% | +3.6% | +5.5% |
| 1Y | +37.5% | +4.1% | +33.5% | +33.2% |
| 3Y | +162.4% | +46.9% | +115.5% | +102.6% |
| 5Y | +166.3% | +32.9% | +133.4% | +114.8% |
| 10Y | +753.2% | +144.5% | +608.7% | +467.8% |
| All | +753.2% | +136.5% | +616.7% | +467.8% |
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