-98.3%
DFNS vs MTZ
+30.9%
-129.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | -0.5% |
| 7D | -16.0% | -1.6% | -14.4% | -15.2% |
| 30D | -77.7% | -11.1% | -66.6% | -75.9% |
| 3M | -77.2% | -36.7% | -40.5% | -66.3% |
| 6M | -95.2% | -21.9% | -73.2% | -93.3% |
| YTD | -98.0% | +9.1% | -107.1% | -97.6% |
| 1Y | -98.3% | +30.0% | -128.2% | -98.1% |
| All | -98.3% | +30.9% | -129.1% | -98.1% |
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 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