+121.4%
DAL vs MTZ
+465.6%
-344.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.6% | -5.6% | -2.8% |
| 7D | +2.3% | +12.9% | -10.5% | -2.8% |
| 30D | +14.3% | -8.5% | +22.9% | +16.5% |
| 3M | +1.3% | -30.6% | +31.9% | +14.6% |
| 6M | +29.3% | -55.1% | +84.4% | +70.6% |
| YTD | +33.0% | -13.0% | +46.0% | +29.5% |
| 1Y | +59.8% | -4.3% | +64.1% | +49.0% |
| 3Y | +177.2% | +284.0% | -106.9% | +32.1% |
| 5Y | +118.4% | +97.7% | +20.7% | +31.7% |
| 10Y | +121.4% | +444.4% | -323.0% | -18.7% |
| All | +121.4% | +465.6% | -344.2% | -18.7% |
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