+22.1%
MTZ vs DVA
+33.5%
-11.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.9% | -2.6% | -3.5% |
| 7D | 0.0% | -0.2% | +0.1% | 0.0% |
| 30D | -14.8% | +1.7% | -16.5% | -14.8% |
| 3M | -30.8% | -8.7% | -22.1% | -31.2% |
| 6M | -22.6% | +19.7% | -42.3% | -23.3% |
| YTD | +6.8% | +59.6% | -52.8% | +4.2% |
| 1Y | +22.1% | +37.1% | -15.0% | +21.1% |
| All | +22.1% | +33.5% | -11.4% | +21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling