-29.8%
DASH vs MTZ
+92.0%
-121.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.0% | -2.5% |
| 7D | -4.1% | +16.5% | -20.5% | -9.0% |
| 30D | -10.6% | -10.2% | -0.4% | -8.6% |
| 3M | -18.8% | -34.2% | +15.4% | -8.4% |
| 6M | +11.2% | -56.0% | +67.2% | +40.8% |
| YTD | -23.8% | -14.8% | -9.0% | -29.3% |
| 1Y | -12.2% | -7.2% | -4.9% | -21.9% |
| 3Y | +97.3% | +275.8% | -178.5% | -16.1% |
| 5Y | -29.8% | +93.5% | -123.3% | -63.3% |
| All | -29.8% | +92.0% | -121.8% | -63.3% |
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