-6.0%
MTZ vs OMC
+24.4%
-30.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.1% | +9.0% |
| 7D | -2.4% | +5.4% | -7.8% | -1.4% |
| 30D | -11.1% | +15.7% | -26.8% | -9.3% |
| 3M | -30.6% | +4.9% | -35.5% | -29.7% |
| 6M | -54.4% | +17.3% | -71.6% | -53.3% |
| YTD | -13.0% | +13.0% | -26.1% | -11.8% |
| All | -6.0% | +24.4% | -30.4% | -6.0% |
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