-99.9%
DFNS vs MTZ
+160.8%
-260.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -5.0% |
| 7D | +4.6% | +2.3% | +2.4% | +5.0% |
| 30D | -73.9% | -10.3% | -63.6% | -74.4% |
| 3M | -71.7% | -31.8% | -39.9% | -75.0% |
| 6M | -94.6% | -19.2% | -75.4% | -94.8% |
| YTD | -98.1% | +10.7% | -108.8% | -97.9% |
| 1Y | -98.3% | +37.5% | -135.8% | -97.9% |
| All | -99.9% | +160.8% | -260.6% | -99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling