+126.4%
DAL vs MTZ
+743.1%
-616.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.3% | -3.1% |
| 7D | +3.4% | +3.6% | -0.2% | +1.8% |
| 30D | -13.6% | -9.6% | -3.9% | -10.3% |
| 3M | +1.2% | -31.9% | +33.1% | +14.9% |
| 6M | +34.5% | -13.8% | +48.3% | +36.6% |
| YTD | +14.7% | +13.3% | +1.4% | +2.6% |
| 1Y | +29.2% | +39.3% | -10.0% | +4.8% |
| 3Y | +100.0% | +168.3% | -68.4% | +14.9% |
| 5Y | +106.3% | +166.4% | -60.1% | +12.8% |
| 10Y | +126.4% | +739.9% | -613.5% | -25.9% |
| All | +126.4% | +743.1% | -616.7% | -25.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling