+102.9%
DAL vs MTZ
+80.0%
+22.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.5% | -7.4% | -1.0% |
| 7D | +8.8% | -6.4% | +15.2% | +10.0% |
| 30D | +5.4% | -22.1% | +27.5% | +13.3% |
| 3M | -4.9% | -32.7% | +27.8% | +6.7% |
| 6M | +19.8% | -59.8% | +79.7% | +58.9% |
| YTD | +27.0% | -19.9% | +46.9% | +26.8% |
| 1Y | +52.5% | -11.5% | +63.9% | +46.0% |
| 3Y | +173.8% | +258.1% | -84.2% | +48.8% |
| All | +102.9% | +80.0% | +22.9% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling