+157.9%
MTZ vs OMC
+33.9%
+124.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.0% |
| 7D | -1.6% | -6.4% | +4.8% | +0.6% |
| 30D | -11.1% | +1.1% | -12.2% | -11.7% |
| 3M | -36.7% | +10.4% | -47.1% | -39.7% |
| 6M | -21.9% | -1.7% | -20.2% | -22.4% |
| YTD | +9.1% | +4.4% | +4.7% | +4.7% |
| 1Y | +30.0% | +8.4% | +21.5% | +21.2% |
| 3Y | +138.5% | +14.4% | +124.1% | +109.9% |
| All | +157.9% | +33.9% | +124.0% | +93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling