+737.1%
MTZ vs OMC
+35.0%
+702.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -4.3% |
| 7D | 0.0% | -6.2% | +6.2% | +3.2% |
| 30D | -14.8% | -7.6% | -7.3% | -11.8% |
| 3M | -30.8% | +7.4% | -38.2% | -34.8% |
| 6M | -22.6% | +0.1% | -22.8% | -24.8% |
| YTD | +6.8% | +0.4% | +6.4% | +1.8% |
| 1Y | +22.1% | +7.8% | +14.4% | +10.1% |
| 3Y | +153.1% | +11.8% | +141.3% | +115.9% |
| 5Y | +161.4% | +32.5% | +129.0% | +90.5% |
| All | +737.1% | +35.0% | +702.1% | +464.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded OMC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling