+398.0%
MTZ vs DRI
+331.7%
+66.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.4% |
| 7D | +5.0% | +1.1% | +3.9% | +4.6% |
| 30D | -6.0% | +9.7% | -15.7% | -10.3% |
| 3M | -36.1% | +3.2% | -39.3% | -37.6% |
| 6M | -56.9% | +20.6% | -77.4% | -61.1% |
| YTD | -15.9% | +28.3% | -44.2% | -27.1% |
| 1Y | -3.8% | +34.5% | -38.4% | -18.7% |
| 3Y | +272.3% | +66.5% | +205.7% | +176.8% |
| 5Y | +91.1% | +79.6% | +11.4% | +34.9% |
| All | +398.0% | +331.7% | +66.3% | +108.7% |
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