-63.7%
MTZ vs DAR
-22.0%
-41.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.6% |
| 7D | -10.6% | -8.1% | -2.5% | -9.3% |
| 30D | -30.4% | -17.1% | -13.3% | -28.4% |
| 3M | -40.4% | -12.3% | -28.1% | -40.0% |
| 6M | -63.7% | -21.8% | -41.9% | -62.6% |
| All | -63.7% | -22.0% | -41.7% | -62.6% |
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