-3.8%
MTZ vs DRI
+34.4%
-38.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.2% |
| 7D | +5.0% | +1.1% | +3.9% | +5.1% |
| 30D | -6.0% | +9.7% | -15.7% | -5.2% |
| 3M | -36.1% | +3.2% | -39.3% | -35.6% |
| 6M | -56.9% | +20.6% | -77.4% | -56.5% |
| YTD | -15.9% | +28.3% | -44.2% | -16.7% |
| 1Y | -3.8% | +34.5% | -38.4% | -6.2% |
| All | -3.8% | +34.4% | -38.3% | -6.2% |
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