+27.1%
MTZ vs DHI
-21.2%
+48.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.3% |
| 7D | +1.4% | -3.4% | +4.8% | +1.7% |
| 30D | -14.5% | -5.4% | -9.0% | -14.0% |
| 3M | -32.9% | -10.4% | -22.5% | -32.1% |
| 6M | -20.8% | -2.8% | -18.1% | -21.1% |
| YTD | +10.6% | -3.4% | +14.0% | +10.3% |
| 1Y | +27.1% | -22.9% | +50.0% | +33.9% |
| All | +27.1% | -21.2% | +48.2% | +33.9% |
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