+1,458.7%
DIS vs MTZ
+3,062.5%
-1,603.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.0% |
| 7D | -2.6% | -1.6% | -1.0% | -2.4% |
| 30D | +3.5% | -11.1% | +14.6% | +4.7% |
| 3M | +6.8% | -36.7% | +43.5% | +11.4% |
| 6M | +3.0% | -21.9% | +24.9% | +4.5% |
| YTD | -6.7% | +9.1% | -15.8% | -9.2% |
| 1Y | -10.1% | +30.0% | -40.0% | -14.5% |
| 3Y | +33.0% | +138.5% | -105.4% | +15.7% |
| 5Y | -40.0% | +158.3% | -198.3% | -48.8% |
| 10Y | +21.1% | +700.8% | -679.7% | -10.7% |
| All | +1,458.7% | +3,062.5% | -1,603.8% | +840.8% |
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