+30.0%
MTZ vs NOC
-10.0%
+40.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.1% |
| 7D | -1.6% | -5.2% | +3.6% | -1.6% |
| 30D | -11.1% | -7.2% | -3.9% | -11.2% |
| 3M | -36.7% | -5.1% | -31.6% | -36.2% |
| 6M | -21.9% | -31.1% | +9.1% | -15.2% |
| YTD | +9.1% | -8.6% | +17.7% | +7.6% |
| 1Y | +30.0% | -9.7% | +39.7% | +31.8% |
| All | +30.0% | -10.0% | +40.0% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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