+20,050.0%
MTZ vs DHI
+12,596.5%
+7,453.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.6% | -2.3% |
| 7D | +2.3% | -2.3% | +4.6% | +3.0% |
| 30D | -10.3% | -5.3% | -5.0% | -9.0% |
| 3M | -31.8% | -7.8% | -24.1% | -30.5% |
| 6M | -19.2% | -5.4% | -13.8% | -18.5% |
| YTD | +10.7% | -2.7% | +13.4% | +9.9% |
| 1Y | +37.5% | -21.0% | +58.5% | +45.1% |
| 3Y | +162.4% | +22.2% | +140.2% | +132.6% |
| 5Y | +166.3% | +62.2% | +104.1% | +109.9% |
| 10Y | +753.2% | +414.3% | +338.9% | +353.8% |
| All | +20,050.0% | +12,596.5% | +7,453.4% | +4,465.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling