-99.6%
DFNS vs MTZ
-14.7%
-85.0%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -15.4% | -2.9% | -10.6% |
| 7D | -27.7% | -7.4% | -20.3% | -24.1% |
| 30D | -58.0% | -23.6% | -34.4% | -51.9% |
| 3M | -94.0% | -38.3% | -55.7% | -92.2% |
| 6M | -94.6% | -60.6% | -34.0% | -90.2% |
| YTD | -99.4% | -22.9% | -76.5% | -99.2% |
| 1Y | -99.6% | -14.3% | -85.4% | -99.6% |
| All | -99.6% | -14.7% | -85.0% | -99.6% |
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