+93.5%
MTZ vs DRI
+78.5%
+15.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +16.5% | -0.3% | +16.8% | +16.6% |
| 30D | -10.2% | +10.8% | -21.0% | -13.9% |
| 3M | -34.2% | +0.9% | -35.1% | -34.8% |
| 6M | -56.0% | +16.3% | -72.3% | -59.1% |
| YTD | -14.8% | +27.8% | -42.6% | -25.0% |
| 1Y | -7.2% | +33.9% | -41.1% | -20.3% |
| 3Y | +275.8% | +67.2% | +208.6% | +177.8% |
| 5Y | +93.5% | +79.0% | +14.5% | +31.6% |
| All | +93.5% | +78.5% | +15.0% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling