+95.9%
MTZ vs DVA
+70.6%
+25.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +8.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.6% |
| 30D | -11.1% | +3.5% | -14.6% | -11.7% |
| 3M | -30.6% | +1.0% | -31.6% | -30.9% |
| 6M | -54.4% | -6.6% | -47.8% | -54.4% |
| YTD | -13.0% | +63.3% | -76.3% | -20.7% |
| 1Y | -5.7% | +50.0% | -55.7% | -12.9% |
| 3Y | +297.2% | +120.1% | +177.1% | +237.9% |
| 5Y | +95.9% | +73.7% | +22.2% | +70.1% |
| All | +95.9% | +70.6% | +25.3% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling