-5.2%
MTZ vs OMC
+25.6%
-30.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | +1.6% | +11.3% | +13.1% |
| 30D | -8.5% | +15.3% | -23.9% | -6.7% |
| 3M | -30.6% | +4.5% | -35.1% | -29.7% |
| 6M | -55.1% | +20.8% | -75.9% | -54.1% |
| YTD | -13.0% | +13.5% | -26.5% | -11.6% |
| All | -5.2% | +25.6% | -30.8% | -5.4% |
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