+74.8%
MTZ vs NOC
+56.0%
+18.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.5% |
| 7D | -6.4% | -5.8% | -0.6% | -6.2% |
| 30D | -22.1% | +10.9% | -32.9% | -22.3% |
| 3M | -32.7% | -7.1% | -25.6% | -32.4% |
| 6M | -59.8% | -5.3% | -54.5% | -59.6% |
| YTD | -19.9% | -6.8% | -13.1% | -19.4% |
| 1Y | -11.5% | -6.7% | -4.8% | -11.0% |
| 3Y | +258.1% | +17.2% | +240.9% | +253.9% |
| All | +74.8% | +56.0% | +18.8% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling