+492.6%
MTZ vs NOC
+158.6%
+334.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.9% |
| 7D | -2.4% | -2.9% | +0.5% | -1.5% |
| 30D | -11.1% | +12.1% | -23.2% | -13.6% |
| 3M | -30.6% | -5.3% | -25.4% | -29.8% |
| 6M | -54.4% | -1.0% | -53.3% | -54.6% |
| YTD | -13.0% | -4.3% | -8.7% | -13.2% |
| 1Y | -5.7% | -3.6% | -2.0% | -6.1% |
| 3Y | +297.2% | +22.9% | +274.3% | +258.6% |
| 5Y | +95.9% | +60.4% | +35.5% | +51.6% |
| 10Y | +492.6% | +161.3% | +331.4% | +249.0% |
| All | +492.6% | +158.6% | +334.0% | +249.0% |
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