+3,134.4%
MTZ vs OMC
+6,006.3%
-2,871.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +3.2% |
| 7D | -1.6% | -6.4% | +4.8% | +1.2% |
| 30D | -11.1% | +1.1% | -12.2% | -11.8% |
| 3M | -36.7% | +10.4% | -47.1% | -40.4% |
| 6M | -21.9% | -1.7% | -20.2% | -23.1% |
| YTD | +9.1% | +4.4% | +4.7% | +3.0% |
| 1Y | +30.0% | +8.4% | +21.5% | +19.3% |
| 3Y | +138.5% | +14.4% | +124.1% | +110.5% |
| 5Y | +158.3% | +33.9% | +124.5% | +107.8% |
| 10Y | +700.8% | +34.9% | +665.9% | +533.6% |
| All | +3,134.4% | +6,006.3% | -2,871.8% | +1,446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling