+267.1%
MTZ vs DAR
+20.8%
+246.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.8% | -2.5% | -3.8% |
| 7D | -8.7% | -3.8% | -4.9% | -7.6% |
| 30D | -15.0% | -14.4% | -0.5% | -11.4% |
| 3M | -32.6% | -17.9% | -14.7% | -29.3% |
| 6M | -56.3% | -18.3% | -38.1% | -54.2% |
| YTD | -16.8% | +43.2% | -60.1% | -25.4% |
| 1Y | -10.0% | +57.7% | -67.7% | -21.6% |
| 3Y | +267.1% | +22.7% | +244.4% | +241.2% |
| All | +267.1% | +20.8% | +246.3% | +241.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling