-5.2%
DASH vs MTZ
+165.4%
-170.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.5% | -9.7% | -3.0% |
| 7D | +0.4% | -6.4% | +6.8% | +1.4% |
| 30D | -6.0% | -22.1% | +16.0% | +0.3% |
| 3M | -15.8% | -32.7% | +16.9% | -6.6% |
| 6M | +7.0% | -59.8% | +66.8% | +36.8% |
| YTD | -20.7% | -19.9% | -0.8% | -23.8% |
| 1Y | -8.5% | -11.5% | +2.9% | -16.0% |
| 3Y | +101.8% | +258.1% | -156.3% | +0.6% |
| 5Y | -9.6% | +85.5% | -95.1% | -46.0% |
| All | -5.2% | +165.4% | -170.6% | -46.7% |
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