+1,664.5%
DIS vs MTZ
+2,311.2%
-646.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.6% |
| 7D | +4.4% | -8.7% | +13.1% | +5.1% |
| 30D | +10.3% | -15.0% | +25.3% | +11.9% |
| 3M | +15.5% | -32.6% | +48.1% | +19.9% |
| 6M | +11.2% | -56.3% | +67.6% | +20.2% |
| YTD | +5.6% | -16.8% | +22.4% | +5.3% |
| 1Y | +7.7% | -10.0% | +17.8% | +6.5% |
| 3Y | +39.3% | +267.1% | -227.8% | +15.1% |
| 5Y | -29.5% | +89.9% | -119.4% | -38.1% |
| 10Y | +36.3% | +442.2% | -406.0% | +4.3% |
| All | +1,664.5% | +2,311.2% | -646.7% | +991.7% |
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 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