+156.5%
MTZ vs OMC
+14.6%
+141.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.7% |
| 7D | -1.6% | -6.4% | +4.8% | -0.2% |
| 30D | -11.1% | +1.1% | -12.2% | -11.5% |
| 3M | -36.7% | +10.4% | -47.1% | -38.9% |
| 6M | -21.9% | -1.7% | -20.2% | -21.9% |
| YTD | +9.1% | +4.4% | +4.7% | +6.5% |
| 1Y | +30.0% | +8.4% | +21.5% | +23.7% |
| All | +156.5% | +14.6% | +141.9% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling