+398.0%
MTZ vs AON
+233.0%
+165.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.7% | -1.8% |
| 7D | +5.0% | +1.0% | +3.9% | +4.6% |
| 30D | -6.0% | +23.2% | -29.2% | -14.3% |
| 3M | -36.1% | -5.0% | -31.1% | -35.5% |
| 6M | -56.9% | +9.3% | -66.2% | -59.8% |
| YTD | -15.9% | -3.4% | -12.5% | -18.1% |
| 1Y | -3.8% | -2.9% | -1.0% | -6.8% |
| 3Y | +272.3% | +3.6% | +268.6% | +236.0% |
| 5Y | +91.1% | +16.9% | +74.2% | +56.3% |
| All | +398.0% | +233.0% | +165.1% | +100.2% |
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