+398.0%
MTZ vs DTE
+152.1%
+245.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.5% |
| 7D | +5.0% | +3.4% | +1.6% | +3.1% |
| 30D | -6.0% | +8.9% | -14.9% | -10.6% |
| 3M | -36.1% | +1.1% | -37.2% | -36.6% |
| 6M | -56.9% | +0.1% | -57.0% | -57.3% |
| YTD | -15.9% | +11.1% | -27.0% | -21.8% |
| 1Y | -3.8% | +4.9% | -8.8% | -7.6% |
| 3Y | +272.3% | +58.6% | +213.7% | +172.9% |
| 5Y | +91.1% | +47.3% | +43.8% | +43.3% |
| All | +398.0% | +152.1% | +245.9% | +218.5% |
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