+152.4%
DKNG vs MTZ
+355.7%
-203.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.5% | +0.8% | +3.3% |
| 7D | +3.0% | +1.4% | +1.7% | +2.6% |
| 30D | -3.0% | -14.5% | +11.5% | +1.2% |
| 3M | -17.6% | -32.9% | +15.4% | -10.0% |
| 6M | -3.2% | -20.8% | +17.6% | -1.7% |
| YTD | -28.2% | +10.6% | -38.8% | -35.5% |
| 1Y | -46.1% | +27.1% | -73.1% | -54.2% |
| 3Y | -22.2% | +166.1% | -188.3% | -51.1% |
| 5Y | -60.4% | +170.7% | -231.1% | -76.3% |
| All | +152.4% | +355.7% | -203.2% | +11.2% |
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