+258.1%
MTZ vs DRI
+66.4%
+191.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.6% | +9.7% |
| 7D | -6.4% | +2.8% | -9.2% | -7.1% |
| 30D | -22.1% | +13.3% | -35.3% | -24.3% |
| 3M | -32.7% | +8.2% | -40.9% | -34.0% |
| 6M | -59.8% | +17.5% | -77.4% | -61.6% |
| YTD | -19.9% | +26.9% | -46.8% | -26.0% |
| 1Y | -11.5% | +31.6% | -43.0% | -19.4% |
| 3Y | +258.1% | +67.0% | +191.1% | +165.4% |
| All | +258.1% | +66.4% | +191.7% | +165.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling