+739.9%
MTZ vs NOC
+187.2%
+552.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.6% |
| 7D | +3.6% | -2.7% | +6.2% | +4.3% |
| 30D | -9.6% | -8.9% | -0.8% | -7.5% |
| 3M | -31.9% | -3.7% | -28.3% | -31.7% |
| 6M | -13.8% | -30.8% | +17.0% | -5.1% |
| YTD | +13.3% | -7.9% | +21.2% | +14.3% |
| 1Y | +39.3% | -9.4% | +48.7% | +41.2% |
| 3Y | +168.3% | +29.0% | +139.4% | +135.0% |
| 5Y | +166.4% | +56.1% | +110.3% | +105.1% |
| 10Y | +739.9% | +186.3% | +553.7% | +339.8% |
| All | +739.9% | +187.2% | +552.7% | +339.8% |
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 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