+37.5%
MTZ vs DTE
+4.6%
+32.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.9% | -1.4% | -2.0% |
| 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% | -31.5% |
| 6M | -19.2% | -7.2% | -12.0% | -18.6% |
| YTD | +10.7% | +7.2% | +3.6% | +3.9% |
| 1Y | +37.5% | +4.1% | +33.5% | +32.7% |
| All | +37.5% | +4.6% | +32.9% | +32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling