+165.8%
MTZ vs ONON
-23.0%
+188.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.6% | +6.4% | +4.4% |
| 7D | +3.6% | -1.7% | +5.2% | +3.9% |
| 30D | -9.6% | -27.4% | +17.7% | -3.7% |
| 3M | -31.9% | -26.5% | -5.4% | -28.1% |
| 6M | -13.8% | -34.2% | +20.4% | -7.0% |
| YTD | +13.3% | -41.3% | +54.6% | +25.1% |
| 1Y | +39.3% | -39.7% | +78.9% | +51.8% |
| 3Y | +168.3% | -7.8% | +176.2% | +162.2% |
| All | +165.8% | -23.0% | +188.8% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling