+3,455.1%
DLR vs MTZ
+2,438.6%
+1,016.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | +3.3% | +5.0% | -1.7% | +2.2% |
| 30D | +4.6% | -6.0% | +10.6% | +5.2% |
| 3M | -8.3% | -36.1% | +27.8% | -0.3% |
| 6M | -5.6% | -56.9% | +51.2% | +9.9% |
| YTD | +18.7% | -15.9% | +34.6% | +19.5% |
| 1Y | +17.1% | -3.8% | +20.9% | +14.5% |
| 3Y | +54.4% | +272.3% | -217.9% | +11.7% |
| 5Y | +36.5% | +91.1% | -54.6% | +9.7% |
| 10Y | +187.7% | +426.0% | -238.3% | +67.8% |
| All | +3,455.1% | +2,438.6% | +1,016.5% | +1,093.3% |
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