+267.1%
MTZ vs DTE
+55.4%
+211.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.8% | -4.5% |
| 7D | -8.7% | +3.5% | -12.2% | -9.5% |
| 30D | -15.0% | +9.5% | -24.5% | -17.0% |
| 3M | -32.6% | +2.5% | -35.1% | -33.0% |
| 6M | -56.3% | +0.6% | -56.9% | -56.7% |
| YTD | -16.8% | +10.5% | -27.3% | -19.8% |
| 1Y | -10.0% | +3.3% | -13.4% | -11.6% |
| 3Y | +267.1% | +56.3% | +210.8% | +207.6% |
| All | +267.1% | +55.4% | +211.7% | +207.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling