+104.3%
MTZ vs ONON
-1.9%
+106.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | -10.1% | +23.0% | +15.6% |
| 30D | -8.5% | -1.8% | -6.7% | -8.4% |
| 3M | -30.6% | +12.3% | -42.9% | -32.8% |
| 6M | -55.1% | +2.0% | -57.1% | -56.3% |
| YTD | -13.0% | -25.3% | +12.4% | -9.3% |
| 1Y | -4.3% | -1.3% | -2.9% | -7.4% |
| 3Y | +284.0% | +29.0% | +255.0% | +247.8% |
| 5Y | +97.7% | -6.2% | +103.9% | +69.6% |
| All | +104.3% | -1.9% | +106.2% | +74.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling