+415.5%
MTZ vs OMC
+54.5%
+360.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | +1.6% | +11.3% | +12.1% |
| 30D | -8.5% | +15.3% | -23.9% | -15.6% |
| 3M | -30.6% | +4.5% | -35.1% | -33.1% |
| 6M | -55.1% | +20.8% | -75.9% | -60.7% |
| YTD | -13.0% | +13.5% | -26.5% | -22.8% |
| 1Y | -4.3% | +25.2% | -29.5% | -20.4% |
| 3Y | +284.0% | +30.5% | +253.6% | +197.7% |
| 5Y | +97.7% | +52.7% | +45.0% | +32.6% |
| All | +415.5% | +54.5% | +360.9% | +229.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling