+3,642.0%
MTZ vs DRI
+8,070.6%
-4,428.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -0.7% | +13.6% | +13.2% |
| 30D | -8.5% | +14.7% | -23.2% | -13.4% |
| 3M | -30.6% | +5.4% | -36.1% | -32.5% |
| 6M | -55.1% | +18.8% | -73.9% | -58.5% |
| YTD | -13.0% | +28.4% | -41.3% | -22.2% |
| 1Y | -4.3% | +37.7% | -41.9% | -16.7% |
| 3Y | +284.0% | +68.0% | +216.1% | +205.5% |
| 5Y | +97.7% | +78.8% | +18.9% | +52.6% |
| 10Y | +444.4% | +334.2% | +110.2% | +189.2% |
| All | +3,642.0% | +8,070.6% | -4,428.6% | +905.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling