+39.3%
MTZ vs NOC
-8.3%
+47.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.8% |
| 7D | +3.6% | -2.7% | +6.2% | +3.5% |
| 30D | -9.6% | -8.9% | -0.8% | -9.7% |
| 3M | -31.9% | -3.7% | -28.3% | -31.5% |
| 6M | -13.8% | -30.8% | +17.0% | -6.3% |
| YTD | +13.3% | -7.9% | +21.2% | +11.8% |
| 1Y | +39.3% | -9.4% | +48.7% | +42.7% |
| All | +39.3% | -8.3% | +47.6% | +42.7% |
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