+30.0%
MTZ vs DRI
+6.9%
+23.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.1% |
| 7D | -1.6% | +0.6% | -2.2% | -1.6% |
| 30D | -11.1% | +3.8% | -14.9% | -10.7% |
| 3M | -36.7% | +13.0% | -49.7% | -36.6% |
| 6M | -21.9% | +8.3% | -30.3% | -21.7% |
| YTD | +9.1% | +20.6% | -11.5% | +8.3% |
| 1Y | +30.0% | +6.5% | +23.5% | +24.6% |
| All | +30.0% | +6.9% | +23.0% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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