-59.8%
MTZ vs NOC
-5.2%
-54.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.5% |
| 7D | -6.4% | -5.8% | -0.6% | -8.2% |
| 30D | -22.1% | +10.9% | -32.9% | -18.1% |
| 3M | -32.7% | -7.1% | -25.6% | -34.2% |
| 6M | -59.8% | -5.3% | -54.5% | -58.0% |
| All | -59.8% | -5.2% | -54.6% | -58.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling