+157.1%
MTZ vs DHI
+19.0%
+138.0%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.1% | -3.0% |
| 7D | 0.0% | -6.1% | +6.1% | +1.3% |
| 30D | -14.8% | -10.1% | -4.7% | -13.0% |
| 3M | -30.8% | -7.3% | -23.5% | -30.0% |
| 6M | -22.6% | -6.1% | -16.5% | -22.1% |
| YTD | +6.8% | -5.0% | +11.9% | +6.7% |
| 1Y | +22.1% | -22.1% | +44.2% | +27.6% |
| All | +157.1% | +19.0% | +138.0% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling