+272.3%
MTZ vs NOC
+24.7%
+247.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.2% |
| 7D | +5.0% | +4.8% | +0.1% | +5.1% |
| 30D | -6.0% | +11.0% | -17.0% | -5.5% |
| 3M | -36.1% | -3.8% | -32.3% | -36.1% |
| 6M | -56.9% | +0.6% | -57.5% | -56.6% |
| YTD | -15.9% | -2.3% | -13.6% | -14.8% |
| 1Y | -3.8% | +0.3% | -4.1% | -2.6% |
| 3Y | +272.3% | +24.6% | +247.7% | +285.9% |
| All | +272.3% | +24.7% | +247.6% | +285.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling