-10.1%
DIS vs MTZ
+30.9%
-40.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.6% |
| 7D | -2.6% | -1.6% | -1.0% | -2.6% |
| 30D | +3.5% | -11.1% | +14.6% | +3.0% |
| 3M | +6.8% | -36.7% | +43.5% | +5.5% |
| 6M | +3.0% | -21.9% | +24.9% | +1.0% |
| YTD | -6.7% | +9.1% | -15.8% | -9.3% |
| 1Y | -10.1% | +30.0% | -40.0% | -11.6% |
| All | -10.1% | +30.9% | -40.9% | -11.6% |
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