+37.5%
MTZ vs DINO
+115.5%
-78.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.1% | -2.2% |
| 7D | +2.3% | +2.0% | +0.3% | +2.1% |
| 30D | -10.3% | +27.7% | -38.0% | -12.1% |
| 3M | -31.8% | +56.3% | -88.1% | -33.5% |
| 6M | -19.2% | +107.6% | -126.7% | -21.5% |
| YTD | +10.7% | +140.2% | -129.5% | +5.4% |
| 1Y | +37.5% | +113.0% | -75.4% | +35.3% |
| All | +37.5% | +115.5% | -78.0% | +35.3% |
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