+3,134.4%
MTZ vs NOC
+16,458.4%
-13,324.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.9% |
| 7D | -1.6% | -5.2% | +3.6% | 0.0% |
| 30D | -11.1% | -7.2% | -3.9% | -9.2% |
| 3M | -36.7% | -5.1% | -31.6% | -36.2% |
| 6M | -21.9% | -31.1% | +9.1% | -13.5% |
| YTD | +9.1% | -8.6% | +17.7% | +10.5% |
| 1Y | +30.0% | -9.7% | +39.7% | +32.0% |
| 3Y | +138.5% | +24.3% | +114.2% | +113.0% |
| 5Y | +158.3% | +52.6% | +105.7% | +110.2% |
| 10Y | +700.8% | +183.6% | +517.2% | +426.1% |
| All | +3,134.4% | +16,458.4% | -13,324.0% | +868.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling