+11.7%
DASH vs MTZ
+261.6%
-249.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.3% |
| 7D | -10.6% | -1.6% | -9.0% | -10.1% |
| 30D | +2.2% | -11.1% | +13.2% | +5.4% |
| 3M | +32.3% | -36.7% | +69.0% | +48.8% |
| 6M | +19.1% | -21.9% | +41.1% | +21.5% |
| YTD | -6.5% | +9.1% | -15.6% | -17.2% |
| 1Y | -14.9% | +30.0% | -44.9% | -30.2% |
| 3Y | +151.9% | +138.5% | +13.5% | +55.5% |
| 5Y | +9.4% | +158.3% | -148.9% | -40.0% |
| All | +11.7% | +261.6% | -249.9% | -42.1% |
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 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