+157.9%
MTZ vs DTE
+33.5%
+124.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -1.6% | +0.2% | -1.7% | -1.6% |
| 30D | -11.1% | -2.6% | -8.5% | -10.3% |
| 3M | -36.7% | -3.9% | -32.8% | -36.2% |
| 6M | -21.9% | -7.9% | -14.0% | -20.1% |
| YTD | +9.1% | +7.2% | +1.9% | +5.6% |
| 1Y | +30.0% | +3.1% | +26.9% | +27.6% |
| 3Y | +138.5% | +47.6% | +90.9% | +99.9% |
| All | +157.9% | +33.5% | +124.4% | +138.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling