+492.6%
MTZ vs OMC
+56.1%
+436.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +7.4% |
| 7D | -2.4% | +5.4% | -7.8% | -5.4% |
| 30D | -11.1% | +15.7% | -26.8% | -18.1% |
| 3M | -30.6% | +4.9% | -35.5% | -33.2% |
| 6M | -54.4% | +17.3% | -71.6% | -59.4% |
| YTD | -13.0% | +13.0% | -26.1% | -22.7% |
| 1Y | -5.7% | +24.1% | -29.8% | -21.2% |
| 3Y | +297.2% | +31.2% | +265.9% | +206.4% |
| 5Y | +95.9% | +53.4% | +42.5% | +30.7% |
| 10Y | +492.6% | +55.5% | +437.1% | +276.6% |
| All | +492.6% | +56.1% | +436.6% | +276.6% |
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 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