-99.9%
DFNS vs MTZ
+156.0%
-255.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.5% | +5.1% | +1.2% |
| 7D | -3.3% | 0.0% | -3.3% | -3.3% |
| 30D | -73.1% | -14.8% | -58.3% | -73.6% |
| 3M | -71.4% | -30.8% | -40.6% | -73.3% |
| 6M | -93.8% | -22.6% | -71.2% | -94.1% |
| YTD | -98.0% | +6.8% | -104.9% | -97.9% |
| 1Y | -98.2% | +22.1% | -120.3% | -98.0% |
| 3Y | -99.9% | +153.1% | -253.0% | -99.9% |
| 5Y | -99.9% | +161.4% | -261.3% | -99.8% |
| All | -99.9% | +156.0% | -255.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling