+2,274.1%
MTZ vs NOC
+16,780.9%
-14,506.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | 0.0% | +9.6% | +9.6% |
| 7D | -6.4% | -5.8% | -0.6% | -4.6% |
| 30D | -22.1% | +10.9% | -32.9% | -24.5% |
| 3M | -32.7% | -7.1% | -25.6% | -31.4% |
| 6M | -59.8% | -5.3% | -54.5% | -59.6% |
| YTD | -19.9% | -6.8% | -13.1% | -19.5% |
| 1Y | -11.5% | -6.7% | -4.8% | -11.1% |
| 3Y | +258.1% | +17.2% | +240.9% | +227.3% |
| 5Y | +85.5% | +56.3% | +29.3% | +50.0% |
| 10Y | +492.2% | +173.7% | +318.4% | +292.9% |
| All | +2,274.1% | +16,780.9% | -14,506.8% | +605.2% |
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