+181.2%
DLR vs MTZ
+420.7%
-239.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | +3.3% | +5.0% | -1.7% | +2.4% |
| 30D | +4.6% | -6.0% | +10.6% | +5.1% |
| 3M | -8.3% | -36.1% | +27.8% | -1.6% |
| 6M | -5.6% | -56.9% | +51.2% | +7.4% |
| YTD | +18.7% | -15.9% | +34.6% | +19.5% |
| 1Y | +17.1% | -3.8% | +20.9% | +15.1% |
| 3Y | +54.4% | +272.3% | -217.9% | +21.4% |
| 5Y | +36.5% | +91.1% | -54.6% | +15.1% |
| All | +181.2% | +420.7% | -239.6% | +105.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling