We consider a doped Mott insulator in the large dimensionality limit within both the recently developed extremely correlated Fermi liquid (ECFL) theory and the dynamical mean-field theory (DMFT). We show that the general structure of the ECFL sheds light on the rich frequency dependence of the DMFT self-energy. Using the leading Fermi liquid form of the two key auxiliary functions introduced in the ECFL theory, we obtain an analytical ansatz, which provides a good quantitative description of the DMFT self-energy down to hole doping level δ 0.2. In particular, the deviation from Fermi liquid behavior and the corresponding particle-hole asymmetry developing at a low-energy scale are well reproduced by this ansatz. The DMFT being exact at large dimensionality, our study also provides a benchmark of the ECFL in this limit. We find that the main features of the self-energy and spectral line shape are well reproduced by the ECFL calculations in the O(λ2) minimal scheme, for not too low doping level δ 0.3. The DMFT calculations reported here are performed using a state-of-the-art numerical renormalization-group impurity solver, which yields accurate results down to an unprecedentedly small doping level δ 0.001. © 2013 American Physical Society.