-4.3%
MTZ vs DAR
+65.2%
-69.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.1% | -0.4% | +3.2% |
| 7D | +12.9% | +3.6% | +9.3% | +11.8% |
| 30D | -8.5% | -11.3% | +2.7% | -6.6% |
| 3M | -30.6% | -13.1% | -17.5% | -29.0% |
| 6M | -55.1% | -15.1% | -40.0% | -53.7% |
| YTD | -13.0% | +50.5% | -63.5% | -19.8% |
| 1Y | -4.3% | +57.9% | -62.2% | -12.7% |
| All | -4.3% | +65.2% | -69.5% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling