+442.2%
MTZ vs DRI
+343.2%
+99.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.1% |
| 7D | -8.7% | +4.2% | -12.9% | -10.8% |
| 30D | -15.0% | +15.7% | -30.6% | -20.9% |
| 3M | -32.6% | +5.8% | -38.4% | -34.9% |
| 6M | -56.3% | +18.4% | -74.8% | -60.4% |
| YTD | -16.8% | +28.2% | -45.0% | -27.9% |
| 1Y | -10.0% | +35.9% | -45.9% | -24.3% |
| 3Y | +267.1% | +67.7% | +199.4% | +171.7% |
| 5Y | +89.9% | +77.9% | +12.0% | +34.5% |
| 10Y | +442.2% | +338.7% | +103.6% | +109.1% |
| All | +442.2% | +343.2% | +99.0% | +109.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling