+258.1%
MTZ vs DAR
+11.9%
+246.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +9.8% |
| 7D | -6.4% | -9.9% | +3.5% | -3.8% |
| 30D | -22.1% | -16.4% | -5.7% | -18.4% |
| 3M | -32.7% | -17.1% | -15.6% | -29.7% |
| 6M | -59.8% | -20.5% | -39.3% | -57.6% |
| YTD | -19.9% | +39.4% | -59.3% | -27.7% |
| 1Y | -11.5% | +57.2% | -68.7% | -22.8% |
| 3Y | +258.1% | +13.9% | +244.2% | +239.7% |
| All | +258.1% | +11.9% | +246.2% | +239.7% |
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 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