+97.3%
MTZ vs ONON
-5.0%
+102.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.6% |
| 7D | +5.0% | -10.0% | +15.0% | +7.4% |
| 30D | -6.0% | -5.3% | -0.7% | -5.2% |
| 3M | -36.1% | +6.5% | -42.6% | -37.4% |
| 6M | -56.9% | -5.0% | -51.9% | -57.3% |
| YTD | -15.9% | -27.6% | +11.7% | -11.8% |
| 1Y | -3.8% | -20.7% | +16.8% | -1.5% |
| 3Y | +272.3% | +26.6% | +245.6% | +238.6% |
| 5Y | +91.1% | -9.6% | +100.7% | +65.1% |
| All | +97.3% | -5.0% | +102.3% | +69.3% |
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