-27.9%
DHR vs MTZ
+159.0%
-186.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.5% | +1.4% | -1.6% |
| 7D | -5.0% | 0.0% | -4.9% | -5.0% |
| 30D | -3.3% | -14.8% | +11.5% | -1.2% |
| 3M | +9.4% | -30.8% | +40.2% | +13.7% |
| 6M | +3.2% | -22.6% | +25.8% | +4.3% |
| YTD | -12.0% | +6.8% | -18.9% | -16.6% |
| 1Y | +4.9% | +22.1% | -17.2% | -3.4% |
| 3Y | -7.4% | +153.1% | -160.5% | -29.2% |
| All | -27.9% | +159.0% | -186.9% | -47.7% |
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