+10.7%
DHR vs MTZ
-14.7%
+25.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -15.4% | +17.5% | +1.4% |
| 7D | +0.4% | -7.4% | +7.8% | 0.0% |
| 30D | +6.2% | -23.6% | +29.8% | +5.2% |
| 3M | +20.8% | -38.3% | +59.1% | +19.3% |
| 6M | +35.5% | -60.6% | +96.1% | +34.9% |
| YTD | +3.2% | -22.9% | +26.1% | -6.6% |
| 1Y | +10.7% | -14.3% | +24.9% | +2.3% |
| All | +10.7% | -14.7% | +25.4% | +2.3% |
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