+2,479.7%
MTZ vs DINO
+18,790.9%
-16,311.1%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.0% | +1.6% | +3.8% |
| 7D | +12.9% | -2.7% | +15.6% | +13.8% |
| 30D | -8.5% | -17.2% | +8.7% | -3.5% |
| 3M | -30.6% | +18.9% | -49.5% | -34.2% |
| 6M | -55.1% | +40.6% | -95.7% | -59.6% |
| YTD | -13.0% | +125.9% | -138.9% | -32.5% |
| 1Y | -4.3% | +90.9% | -95.2% | -22.2% |
| 3Y | +284.0% | +113.4% | +170.7% | +195.0% |
| 5Y | +97.7% | +258.3% | -160.7% | +26.0% |
| 10Y | +444.4% | +446.1% | -1.7% | +188.8% |
| All | +2,479.7% | +18,790.9% | -16,311.1% | +578.6% |
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 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