-10.0%
MTZ vs AON
-1.3%
-8.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.2% | -4.5% | -4.2% |
| 7D | -8.7% | +1.9% | -10.6% | -7.4% |
| 30D | -15.0% | +23.3% | -38.3% | -5.1% |
| 3M | -32.6% | -5.5% | -27.1% | -34.8% |
| 6M | -56.3% | +8.0% | -64.4% | -54.2% |
| YTD | -16.8% | -4.0% | -12.8% | -17.3% |
| 1Y | -10.0% | -1.7% | -8.3% | -9.3% |
| All | -10.0% | -1.3% | -8.7% | -9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling