+148.1%
MTZ vs DRI
+53.9%
+94.2%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.3% |
| 7D | -1.6% | +0.6% | -2.2% | -1.7% |
| 30D | -11.1% | +3.8% | -14.9% | -12.0% |
| 3M | -36.7% | +13.0% | -49.7% | -39.3% |
| 6M | -21.9% | +8.3% | -30.3% | -24.3% |
| YTD | +9.1% | +20.6% | -11.5% | +1.0% |
| 1Y | +30.0% | +6.5% | +23.5% | +25.8% |
| All | +148.1% | +53.9% | +94.2% | +79.0% |
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