+3,134.4%
MTZ vs DINO
+19,474.2%
-16,339.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.3% |
| 7D | -1.6% | +5.7% | -7.3% | -3.2% |
| 30D | -11.1% | +27.8% | -38.9% | -17.2% |
| 3M | -36.7% | +45.6% | -82.3% | -43.3% |
| 6M | -21.9% | +88.5% | -110.4% | -35.6% |
| YTD | +9.1% | +134.1% | -125.0% | -15.9% |
| 1Y | +30.0% | +111.1% | -81.2% | +2.8% |
| 3Y | +138.5% | +109.1% | +29.3% | +84.3% |
| 5Y | +158.3% | +307.2% | -148.8% | +59.0% |
| 10Y | +700.8% | +495.9% | +204.8% | +314.6% |
| All | +3,134.4% | +19,474.2% | -16,339.8% | +744.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling