+3,134.4%
MTZ vs DTE
+3,490.8%
-356.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.4% |
| 7D | -1.6% | +0.2% | -1.7% | -1.7% |
| 30D | -11.1% | -2.6% | -8.5% | -10.0% |
| 3M | -36.7% | -3.9% | -32.8% | -35.8% |
| 6M | -21.9% | -7.9% | -14.0% | -19.5% |
| YTD | +9.1% | +7.2% | +1.9% | +5.1% |
| 1Y | +30.0% | +3.1% | +26.9% | +27.3% |
| 3Y | +138.5% | +47.6% | +90.9% | +95.3% |
| 5Y | +158.3% | +32.7% | +125.6% | +119.8% |
| 10Y | +700.8% | +138.8% | +562.0% | +424.9% |
| All | +3,134.4% | +3,490.8% | -356.4% | +854.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling