+398.0%
MTZ vs DINO
+449.5%
-51.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +5.0% | +5.7% | -0.7% | +3.1% |
| 30D | -6.0% | -19.6% | +13.6% | +1.2% |
| 3M | -36.1% | +11.8% | -47.9% | -38.9% |
| 6M | -56.9% | +49.0% | -105.8% | -62.8% |
| YTD | -15.9% | +128.1% | -144.0% | -38.6% |
| 1Y | -3.8% | +96.3% | -100.1% | -26.1% |
| 3Y | +272.3% | +113.8% | +158.5% | +167.9% |
| 5Y | +91.1% | +252.7% | -161.6% | +7.3% |
| All | +398.0% | +449.5% | -51.5% | +116.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling