+297.2%
MTZ vs AON
+4.5%
+292.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.6% |
| 7D | -2.4% | +0.7% | -3.2% | -2.1% |
| 30D | -11.1% | +23.1% | -34.2% | -8.0% |
| 3M | -30.6% | -6.0% | -24.6% | -31.0% |
| 6M | -54.4% | +7.9% | -62.2% | -54.1% |
| YTD | -13.0% | -4.1% | -8.9% | -12.1% |
| 1Y | -5.7% | -2.3% | -3.4% | -4.9% |
| 3Y | +297.2% | +3.4% | +293.7% | +303.4% |
| All | +297.2% | +4.5% | +292.6% | +303.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling