+166.4%
MTZ vs AON
+13.7%
+152.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.3% | +6.0% | +4.1% |
| 7D | +3.6% | -3.2% | +6.8% | +4.0% |
| 30D | -9.6% | -11.9% | +2.2% | -8.1% |
| 3M | -31.9% | -2.9% | -29.1% | -32.5% |
| 6M | -13.8% | -6.8% | -7.0% | -13.8% |
| YTD | +13.3% | -10.1% | +23.3% | +14.0% |
| 1Y | +39.3% | -14.2% | +53.5% | +42.3% |
| 3Y | +168.3% | -3.3% | +171.6% | +157.9% |
| 5Y | +166.4% | +13.6% | +152.8% | +126.2% |
| All | +166.4% | +13.7% | +152.7% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling