+351.3%
DAL vs MTZ
+1,901.6%
-1,550.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.1% | -0.3% | +1.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | -13.9% | -11.1% | -2.8% | -10.4% |
| 3M | +1.1% | -36.7% | +37.8% | +16.9% |
| 6M | +26.2% | -21.9% | +48.2% | +33.8% |
| YTD | +16.4% | +9.1% | +7.3% | +7.6% |
| 1Y | +33.9% | +30.0% | +3.9% | +14.8% |
| 3Y | +93.4% | +138.5% | -45.1% | +24.8% |
| 5Y | +106.4% | +158.3% | -52.0% | +24.2% |
| 10Y | +143.0% | +700.8% | -557.8% | -11.4% |
| All | +351.3% | +1,901.6% | -1,550.3% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling