+3,482.0%
MTZ vs DVA
+5,239.3%
-1,757.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.0% | +11.6% | +9.2% |
| 7D | -2.4% | -0.1% | -2.3% | -2.8% |
| 30D | -11.1% | +3.5% | -14.6% | -12.2% |
| 3M | -30.6% | +1.0% | -31.6% | -31.3% |
| 6M | -54.4% | -6.6% | -47.8% | -54.4% |
| YTD | -13.0% | +63.3% | -76.3% | -23.4% |
| 1Y | -5.7% | +50.0% | -55.7% | -15.6% |
| 3Y | +297.2% | +120.1% | +177.1% | +223.4% |
| 5Y | +95.9% | +73.7% | +22.2% | +62.0% |
| 10Y | +492.6% | +212.7% | +279.9% | +330.0% |
| All | +3,482.0% | +5,239.3% | -1,757.3% | +1,582.6% |
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