+3,617.4%
DLR vs MTZ
+3,319.2%
+298.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | -0.2% |
| 7D | +3.4% | +3.6% | -0.2% | +2.6% |
| 30D | -2.2% | -9.6% | +7.4% | -0.2% |
| 3M | +4.7% | -31.9% | +36.7% | +11.9% |
| 6M | +9.0% | -13.8% | +22.8% | +10.5% |
| YTD | +24.1% | +13.3% | +10.9% | +18.5% |
| 1Y | +20.9% | +39.3% | -18.3% | +10.1% |
| 3Y | +60.0% | +168.3% | -108.3% | +23.7% |
| 5Y | +35.3% | +166.4% | -131.1% | +2.2% |
| 10Y | +165.8% | +739.9% | -574.2% | +40.8% |
| All | +3,617.4% | +3,319.2% | +298.3% | +1,083.0% |
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