-14.3%
MTZ vs ONON
+8.5%
-22.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.8% | -21.2% | -15.6% |
| 7D | -7.4% | +20.9% | -28.3% | -8.4% |
| 30D | -23.6% | +21.1% | -44.7% | -24.4% |
| 3M | -38.3% | +2.7% | -41.0% | -38.6% |
| 6M | -60.6% | +12.6% | -73.2% | -61.6% |
| YTD | -22.9% | -16.9% | -6.0% | -22.8% |
| 1Y | -14.3% | +6.7% | -21.0% | -14.9% |
| All | -14.3% | +8.5% | -22.8% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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