-6.0%
MTZ vs NOC
-3.0%
-3.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +8.6% |
| 7D | -2.4% | -2.9% | +0.5% | -2.7% |
| 30D | -11.1% | +12.1% | -23.2% | -10.1% |
| 3M | -30.6% | -5.3% | -25.4% | -30.5% |
| 6M | -54.4% | -1.0% | -53.3% | -53.6% |
| YTD | -13.0% | -4.3% | -8.7% | -12.3% |
| All | -6.0% | -3.0% | -3.0% | -5.4% |
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