+753.2%
MTZ vs DVA
+186.3%
+566.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.9% | -2.6% |
| 7D | +2.3% | +2.0% | +0.3% | +1.7% |
| 30D | -10.3% | -0.4% | -9.9% | -10.3% |
| 3M | -31.8% | -7.7% | -24.2% | -31.2% |
| 6M | -19.2% | +20.0% | -39.1% | -24.8% |
| YTD | +10.7% | +61.1% | -50.4% | -6.2% |
| 1Y | +37.5% | +33.9% | +3.7% | +22.6% |
| 3Y | +162.4% | +91.5% | +70.8% | +101.1% |
| 5Y | +166.3% | +41.8% | +124.6% | +117.4% |
| 10Y | +753.2% | +187.5% | +565.6% | +397.7% |
| All | +753.2% | +186.3% | +566.9% | +397.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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