+392.2%
DAL vs MTZ
+1,369.2%
-977.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +9.5% | -7.4% | -1.4% |
| 7D | +8.8% | -6.4% | +15.2% | +10.2% |
| 30D | +5.4% | -22.1% | +27.5% | +14.1% |
| 3M | -4.9% | -32.7% | +27.8% | +7.7% |
| 6M | +19.8% | -59.8% | +79.7% | +61.1% |
| YTD | +27.0% | -19.9% | +46.9% | +29.2% |
| 1Y | +52.5% | -11.5% | +63.9% | +49.0% |
| 3Y | +173.8% | +258.1% | -84.2% | +49.2% |
| 5Y | +104.5% | +85.5% | +19.0% | +36.9% |
| 10Y | +129.7% | +492.2% | -362.5% | -7.8% |
| All | +392.2% | +1,369.2% | -977.0% | -5.4% |
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