+203.8%
DHR vs MTZ
+773.6%
-569.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.7% | -0.7% |
| 7D | -3.6% | +1.4% | -5.0% | -3.8% |
| 30D | -2.7% | -14.5% | +11.7% | -0.7% |
| 3M | +10.9% | -32.9% | +43.9% | +16.1% |
| 6M | +3.0% | -20.8% | +23.9% | +4.4% |
| YTD | -12.2% | +10.6% | -22.8% | -16.1% |
| 1Y | +3.3% | +27.1% | -23.8% | -3.8% |
| 3Y | -8.2% | +166.1% | -174.4% | -26.9% |
| 5Y | -29.9% | +170.7% | -200.6% | -45.6% |
| All | +203.8% | +773.6% | -569.8% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling