-14.3%
MTZ vs DINO
+105.4%
-119.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -7.8% | -7.6% | -14.6% |
| 7D | -7.4% | -6.6% | -0.8% | -6.6% |
| 30D | -23.6% | -9.2% | -14.4% | -22.9% |
| 3M | -38.3% | +19.2% | -57.5% | -38.9% |
| 6M | -60.6% | +47.6% | -108.2% | -61.0% |
| YTD | -22.9% | +132.2% | -155.1% | -23.4% |
| 1Y | -14.3% | +102.0% | -116.3% | -11.5% |
| All | -14.3% | +105.4% | -119.6% | -11.5% |
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