-59.8%
MTZ vs DAR
-19.7%
-40.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +9.7% |
| 7D | -6.4% | -9.9% | +3.5% | -4.8% |
| 30D | -22.1% | -16.4% | -5.7% | -19.9% |
| 3M | -32.7% | -17.1% | -15.6% | -31.1% |
| 6M | -59.8% | -20.5% | -39.3% | -58.7% |
| All | -59.8% | -19.7% | -40.1% | -58.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling