-14.3%
MTZ vs NOC
-7.1%
-7.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -4.5% | -10.9% | -15.6% |
| 7D | -7.4% | -5.0% | -2.4% | -7.7% |
| 30D | -23.6% | +10.3% | -33.9% | -22.6% |
| 3M | -38.3% | -4.3% | -34.0% | -38.1% |
| 6M | -60.6% | -6.5% | -54.1% | -59.8% |
| YTD | -22.9% | -6.7% | -16.1% | -21.8% |
| 1Y | -14.3% | -7.5% | -6.8% | -12.9% |
| All | -14.3% | -7.1% | -7.2% | -12.9% |
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