+4,874.3%
MTZ vs DAR
+1,334.0%
+3,540.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.5% | +9.6% |
| 7D | -6.4% | -9.9% | +3.5% | -5.4% |
| 30D | -22.1% | -16.4% | -5.7% | -20.6% |
| 3M | -32.7% | -17.1% | -15.6% | -31.5% |
| 6M | -59.8% | -20.5% | -39.3% | -58.9% |
| YTD | -19.9% | +39.4% | -59.3% | -22.9% |
| 1Y | -11.5% | +57.2% | -68.7% | -15.8% |
| 3Y | +258.1% | +13.9% | +244.2% | +248.3% |
| 5Y | +85.5% | -40.8% | +126.3% | +91.4% |
| 10Y | +492.2% | +276.2% | +215.9% | +425.7% |
| All | +4,874.3% | +1,334.0% | +3,540.3% | +4,732.2% |
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 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