+128.1%
DAL vs MTZ
+544.1%
-416.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +8.6% | -3.3% | +1.8% |
| 7D | +10.0% | -2.4% | +12.5% | +9.7% |
| 30D | +12.0% | -11.1% | +23.1% | +15.7% |
| 3M | +0.8% | -30.6% | +31.4% | +14.2% |
| 6M | +26.2% | -54.4% | +80.6% | +65.5% |
| YTD | +33.7% | -13.0% | +46.7% | +30.4% |
| 1Y | +57.6% | -5.7% | +63.3% | +48.0% |
| 3Y | +183.5% | +297.2% | -113.7% | +33.4% |
| 5Y | +114.2% | +95.9% | +18.3% | +30.0% |
| 10Y | +128.1% | +492.6% | -364.5% | -16.3% |
| All | +128.1% | +544.1% | -416.0% | -16.3% |
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