-6.0%
MTZ vs DRI
+32.5%
-38.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +8.8% |
| 7D | -2.4% | +3.1% | -5.6% | -1.8% |
| 30D | -11.1% | +16.2% | -27.3% | -10.3% |
| 3M | -30.6% | +8.4% | -39.0% | -29.8% |
| 6M | -54.4% | +19.0% | -73.4% | -53.9% |
| YTD | -13.0% | +28.8% | -41.9% | -14.6% |
| All | -6.0% | +32.5% | -38.4% | -9.3% |
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