+404.4%
MTZ vs NOC
+159.4%
+244.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.1% |
| 7D | +16.5% | +4.5% | +11.9% | +15.2% |
| 30D | -10.2% | +14.1% | -24.3% | -13.1% |
| 3M | -34.2% | -4.5% | -29.7% | -33.5% |
| 6M | -56.0% | -0.8% | -55.2% | -56.2% |
| YTD | -14.8% | -2.5% | -12.3% | -15.4% |
| 1Y | -7.2% | -0.1% | -7.1% | -8.5% |
| 3Y | +275.8% | +24.6% | +251.2% | +238.6% |
| 5Y | +93.5% | +65.6% | +27.9% | +48.5% |
| All | +404.4% | +159.4% | +244.9% | +205.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling