+4,441.1%
MTZ vs DAR
+1,348.6%
+3,092.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.1% | -2.1% | -4.9% |
| 7D | -10.6% | -8.1% | -2.5% | -9.8% |
| 30D | -30.4% | -17.1% | -13.3% | -29.0% |
| 3M | -40.4% | -12.3% | -28.1% | -39.7% |
| 6M | -63.7% | -21.8% | -41.9% | -62.8% |
| YTD | -26.9% | +40.8% | -67.7% | -29.6% |
| 1Y | -20.2% | +57.4% | -77.5% | -24.1% |
| 3Y | +208.1% | +12.1% | +196.0% | +200.2% |
| 5Y | +69.4% | -40.2% | +109.6% | +74.6% |
| 10Y | +440.6% | +280.1% | +160.6% | +379.5% |
| All | +4,441.1% | +1,348.6% | +3,092.6% | +4,307.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling