+267.1%
MTZ vs DRI
+69.5%
+197.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.9% | -4.3% |
| 7D | -8.7% | +4.2% | -12.9% | -9.5% |
| 30D | -15.0% | +15.7% | -30.6% | -17.7% |
| 3M | -32.6% | +5.8% | -38.4% | -33.5% |
| 6M | -56.3% | +18.4% | -74.8% | -58.4% |
| YTD | -16.8% | +28.2% | -45.0% | -23.3% |
| 1Y | -10.0% | +35.9% | -45.9% | -18.8% |
| 3Y | +267.1% | +67.7% | +199.4% | +180.9% |
| All | +267.1% | +69.5% | +197.6% | +180.9% |
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 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