+30.0%
MTZ vs DHI
-16.9%
+46.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.3% | +2.2% |
| 7D | -1.6% | -3.1% | +1.6% | -1.2% |
| 30D | -11.1% | -5.5% | -5.6% | -10.6% |
| 3M | -36.7% | -2.2% | -34.5% | -36.6% |
| 6M | -21.9% | -6.0% | -16.0% | -22.5% |
| YTD | +9.1% | 0.0% | +9.1% | +8.6% |
| 1Y | +30.0% | -18.2% | +48.2% | +28.4% |
| All | +30.0% | -16.9% | +46.9% | +28.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling