+27.1%
MTZ vs ONON
-36.0%
+63.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.1% | +1.5% | +3.4% |
| 7D | +1.4% | -2.1% | +3.4% | +1.5% |
| 30D | -14.5% | -11.6% | -2.9% | -13.6% |
| 3M | -32.9% | -30.1% | -2.8% | -31.1% |
| 6M | -20.8% | -30.5% | +9.7% | -19.5% |
| YTD | +10.6% | -41.0% | +51.6% | +14.8% |
| 1Y | +27.1% | -36.7% | +63.8% | +34.4% |
| All | +27.1% | -36.0% | +63.0% | +34.4% |
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