+442.2%
MTZ vs AON
+228.3%
+213.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.4% |
| 7D | -8.7% | +1.9% | -10.6% | -9.8% |
| 30D | -15.0% | +23.3% | -38.3% | -22.4% |
| 3M | -32.6% | -5.5% | -27.1% | -31.8% |
| 6M | -56.3% | +8.0% | -64.4% | -59.1% |
| YTD | -16.8% | -4.0% | -12.8% | -18.8% |
| 1Y | -10.0% | -1.7% | -8.3% | -13.4% |
| 3Y | +267.1% | +2.9% | +264.2% | +232.6% |
| 5Y | +89.9% | +17.2% | +72.6% | +54.9% |
| 10Y | +442.2% | +225.8% | +216.5% | +138.4% |
| All | +442.2% | +228.3% | +213.9% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 10y: compounded portfolio wealth divided by compounded AON 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…
10y analysis · Full analysis span regression · 6 months rolling