-55.1%
MTZ vs DVA
-7.6%
-47.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +7.7% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -11.1% | +3.5% | -14.6% | -10.4% |
| 3M | -30.6% | +1.0% | -31.6% | -29.8% |
| All | -55.1% | -7.6% | -47.5% | -56.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling