+3,484.5%
MTZ vs DVA
+5,180.6%
-1,696.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.3% | +4.2% |
| 7D | +12.9% | -4.8% | +17.6% | +13.8% |
| 30D | -8.5% | +0.9% | -9.5% | -9.2% |
| 3M | -30.6% | +2.9% | -33.5% | -31.5% |
| 6M | -55.1% | -7.8% | -47.3% | -55.0% |
| YTD | -13.0% | +61.5% | -74.5% | -23.2% |
| 1Y | -4.3% | +50.1% | -54.3% | -14.3% |
| 3Y | +284.0% | +121.1% | +162.9% | +212.5% |
| 5Y | +97.7% | +72.9% | +24.8% | +63.6% |
| 10Y | +444.4% | +208.2% | +236.2% | +296.2% |
| All | +3,484.5% | +5,180.6% | -1,696.1% | +1,587.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling