+714.5%
MTZ vs DRI
+363.5%
+351.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | -1.6% | +0.6% | -2.2% | -1.9% |
| 30D | -11.1% | +3.8% | -14.9% | -12.7% |
| 3M | -36.7% | +13.0% | -49.7% | -40.8% |
| 6M | -21.9% | +8.3% | -30.3% | -25.8% |
| YTD | +9.1% | +20.6% | -11.5% | -2.0% |
| 1Y | +30.0% | +6.5% | +23.5% | +23.1% |
| 3Y | +138.5% | +53.7% | +84.7% | +85.5% |
| 5Y | +158.3% | +72.7% | +85.7% | +86.4% |
| All | +714.5% | +363.5% | +351.0% | +224.9% |
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