+753.2%
MTZ vs AON
+200.0%
+553.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.8% |
| 7D | +2.3% | -7.9% | +10.2% | +5.8% |
| 30D | -10.3% | -14.6% | +4.4% | -4.6% |
| 3M | -31.8% | -7.9% | -23.9% | -30.9% |
| 6M | -19.2% | -8.0% | -11.2% | -18.9% |
| YTD | +10.7% | -13.2% | +24.0% | +13.6% |
| 1Y | +37.5% | -16.4% | +54.0% | +43.0% |
| 3Y | +162.4% | -6.7% | +169.0% | +148.9% |
| 5Y | +166.3% | +8.0% | +158.3% | +124.8% |
| 10Y | +753.2% | +205.6% | +547.6% | +297.2% |
| All | +753.2% | +200.0% | +553.2% | +297.2% |
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