+2,479.7%
MTZ vs AON
+5,359.9%
-2,880.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +12.9% | -2.4% | +15.2% | +13.7% |
| 30D | -8.5% | +22.8% | -31.3% | -15.8% |
| 3M | -30.6% | -5.3% | -25.3% | -30.0% |
| 6M | -55.1% | +8.4% | -63.5% | -57.6% |
| YTD | -13.0% | -3.9% | -9.1% | -14.9% |
| 1Y | -4.3% | -3.1% | -1.2% | -6.8% |
| 3Y | +284.0% | +3.0% | +281.1% | +257.4% |
| 5Y | +97.7% | +16.7% | +81.0% | +73.7% |
| 10Y | +444.4% | +232.6% | +211.8% | +222.7% |
| All | +2,479.7% | +5,359.9% | -2,880.2% | +523.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling