+74.8%
MTZ vs DRI
+74.0%
+0.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -1.0% | +10.6% | +9.9% |
| 7D | -6.4% | +2.8% | -9.2% | -7.7% |
| 30D | -22.1% | +13.3% | -35.3% | -26.0% |
| 3M | -32.7% | +8.2% | -40.9% | -35.1% |
| 6M | -59.8% | +17.5% | -77.4% | -62.9% |
| YTD | -19.9% | +26.9% | -46.8% | -29.3% |
| 1Y | -11.5% | +31.6% | -43.0% | -23.4% |
| 3Y | +258.1% | +67.0% | +191.1% | +164.8% |
| All | +74.8% | +74.0% | +0.8% | +20.2% |
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 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