+156.1%
MTZ vs ONON
-20.9%
+177.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.4% |
| 7D | -1.6% | -3.0% | +1.4% | -0.9% |
| 30D | -11.1% | -26.7% | +15.6% | -5.3% |
| 3M | -36.7% | -25.3% | -11.4% | -33.3% |
| 6M | -21.9% | -35.3% | +13.3% | -15.4% |
| YTD | +9.1% | -39.8% | +48.9% | +19.9% |
| 1Y | +30.0% | -39.2% | +69.2% | +41.5% |
| 3Y | +138.5% | -4.2% | +142.7% | +131.1% |
| All | +156.1% | -20.9% | +177.0% | +130.2% |
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 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