+171.8%
DLR vs MTZ
+743.7%
-572.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.5% | +1.6% | -1.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | -2.9% | -14.8% | +12.0% | -0.2% |
| 3M | +3.2% | -30.8% | +34.0% | +8.8% |
| 6M | +3.9% | -22.6% | +26.5% | +7.1% |
| YTD | +21.4% | +6.8% | +14.6% | +18.1% |
| 1Y | +9.7% | +22.1% | -12.5% | +3.9% |
| 3Y | +56.5% | +153.1% | -96.6% | +29.5% |
| 5Y | +41.5% | +161.4% | -119.9% | +14.6% |
| All | +171.8% | +743.7% | -572.0% | +84.5% |
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