-99.9%
DFNS vs MTZ
+469.1%
-568.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.1% | -1.5% | +0.8% |
| 7D | -16.0% | -1.6% | -14.4% | -16.1% |
| 30D | -77.7% | -11.1% | -66.6% | -77.9% |
| 3M | -77.2% | -36.7% | -40.5% | -79.0% |
| 6M | -95.2% | -21.9% | -73.2% | -95.3% |
| YTD | -98.0% | +9.1% | -107.1% | -97.9% |
| 1Y | -98.3% | +30.0% | -128.2% | -98.1% |
| 3Y | -99.9% | +138.5% | -238.3% | -99.9% |
| 5Y | -99.9% | +158.3% | -258.2% | -99.8% |
| All | -99.9% | +469.1% | -568.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling