-98.3%
DFNS vs MTZ
+26.3%
-124.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.5% | -6.1% | -4.5% |
| 7D | -6.3% | +1.4% | -7.7% | -7.2% |
| 30D | -74.0% | -14.5% | -59.5% | -71.1% |
| 3M | -70.1% | -32.9% | -37.2% | -55.8% |
| 6M | -93.9% | -20.8% | -73.1% | -91.6% |
| YTD | -98.1% | +10.6% | -108.7% | -97.9% |
| 1Y | -98.3% | +27.1% | -125.4% | -98.4% |
| All | -98.3% | +26.3% | -124.6% | -98.4% |
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