+492.6%
MTZ vs DAR
+288.2%
+204.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.7% | +3.9% | +6.5% |
| 7D | -2.4% | -2.8% | +0.3% | -1.0% |
| 30D | -11.1% | -12.8% | +1.7% | -5.4% |
| 3M | -30.6% | -11.6% | -19.0% | -27.3% |
| 6M | -54.4% | -16.8% | -37.6% | -51.1% |
| YTD | -13.0% | +45.9% | -58.9% | -28.4% |
| 1Y | -5.7% | +61.5% | -67.2% | -26.3% |
| 3Y | +297.2% | +23.0% | +274.2% | +227.6% |
| 5Y | +95.9% | -35.8% | +131.7% | +114.7% |
| 10Y | +492.6% | +280.4% | +212.3% | +134.5% |
| All | +492.6% | +288.2% | +204.4% | +134.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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