+2,478.0%
MTZ vs AON
+5,347.3%
-2,869.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.3% | +8.3% | +8.5% |
| 7D | -2.4% | +0.7% | -3.2% | -3.1% |
| 30D | -11.1% | +23.1% | -34.2% | -18.2% |
| 3M | -30.6% | -6.0% | -24.6% | -29.8% |
| 6M | -54.4% | +7.9% | -62.2% | -56.8% |
| YTD | -13.0% | -4.1% | -8.9% | -14.9% |
| 1Y | -5.7% | -2.3% | -3.4% | -8.5% |
| 3Y | +297.2% | +3.4% | +293.7% | +268.9% |
| 5Y | +95.9% | +17.1% | +78.8% | +71.9% |
| 10Y | +492.6% | +230.6% | +262.1% | +252.0% |
| All | +2,478.0% | +5,347.3% | -2,869.3% | +523.1% |
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