+39.3%
MTZ vs OMC
+5.6%
+33.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.8% | +5.6% | +3.6% |
| 7D | +3.6% | -5.8% | +9.3% | +3.0% |
| 30D | -9.6% | -4.8% | -4.8% | -10.0% |
| 3M | -31.9% | +9.2% | -41.2% | -31.6% |
| 6M | -13.8% | -2.5% | -11.3% | -13.0% |
| YTD | +13.3% | +2.6% | +10.7% | +12.9% |
| 1Y | +39.3% | +5.9% | +33.3% | +37.2% |
| All | +39.3% | +5.6% | +33.7% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling