-20.0%
DASH vs MTZ
+37.3%
-57.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.8% | -9.1% | -5.4% |
| 7D | -11.2% | +3.6% | -14.7% | -11.2% |
| 30D | -7.3% | -9.6% | +2.3% | -7.1% |
| 3M | +31.4% | -31.9% | +63.4% | +32.2% |
| 6M | +11.9% | -13.8% | +25.7% | +4.6% |
| YTD | -11.5% | +13.3% | -24.8% | -24.0% |
| 1Y | -20.0% | +39.3% | -59.3% | -32.0% |
| All | -20.0% | +37.3% | -57.3% | -32.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling