+165.2%
MTZ vs DHI
+61.2%
+104.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +3.1% |
| 7D | +1.4% | -3.4% | +4.8% | +2.3% |
| 30D | -14.5% | -5.4% | -9.0% | -13.3% |
| 3M | -32.9% | -10.4% | -22.5% | -31.2% |
| 6M | -20.8% | -2.8% | -18.1% | -20.9% |
| YTD | +10.6% | -3.4% | +14.0% | +10.0% |
| 1Y | +27.1% | -22.9% | +50.0% | +34.9% |
| 3Y | +166.1% | +20.7% | +145.5% | +132.1% |
| All | +165.2% | +61.2% | +104.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling