-21.9%
MTZ vs DRI
+4.2%
-26.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.0% |
| 7D | -1.6% | +0.6% | -2.2% | -1.5% |
| 30D | -11.1% | +3.8% | -14.9% | -9.9% |
| 3M | -36.7% | +13.0% | -49.7% | -35.9% |
| 6M | -21.9% | +8.3% | -30.3% | -21.0% |
| All | -21.9% | +4.2% | -26.1% | -21.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling