+767.6%
MTZ vs OMC
+33.0%
+734.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.3% | -0.4% |
| 7D | +2.3% | -4.2% | +6.5% | +4.4% |
| 30D | -10.3% | -7.5% | -2.8% | -7.1% |
| 3M | -31.8% | +4.6% | -36.5% | -34.8% |
| 6M | -19.2% | -4.8% | -14.3% | -19.2% |
| YTD | +10.7% | -1.0% | +11.7% | +6.3% |
| 1Y | +37.5% | +3.8% | +33.7% | +26.5% |
| 3Y | +162.4% | +10.2% | +152.1% | +125.5% |
| 5Y | +166.3% | +29.7% | +136.6% | +96.5% |
| All | +767.6% | +33.0% | +734.6% | +489.8% |
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