-94.5%
DFNS vs MTZ
-35.4%
-59.1%
-94.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.2% | -5.0% |
| 7D | -6.0% | +5.0% | -11.0% | -7.9% |
| 30D | -71.2% | -6.0% | -65.2% | -69.5% |
| 3M | -94.5% | -36.1% | -58.4% | -92.0% |
| All | -94.5% | -35.4% | -59.1% | -92.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling