+30.0%
MTZ vs DINO
+111.1%
-81.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.2% |
| 7D | -1.6% | +5.7% | -7.3% | -2.0% |
| 30D | -11.1% | +27.8% | -38.9% | -12.9% |
| 3M | -36.7% | +45.6% | -82.3% | -38.1% |
| 6M | -21.9% | +88.5% | -110.4% | -23.8% |
| YTD | +9.1% | +134.1% | -125.0% | +4.2% |
| 1Y | +30.0% | +111.1% | -81.2% | +29.6% |
| All | +30.0% | +111.1% | -81.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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