-14.3%
MTZ vs ONTO
+46.1%
-60.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -8.7% | -6.7% | -11.4% |
| 7D | -7.4% | -17.4% | +10.0% | +0.7% |
| 30D | -23.6% | -43.2% | +19.6% | -1.9% |
| 3M | -38.3% | -35.7% | -2.6% | -26.2% |
| 6M | -60.6% | -38.3% | -22.3% | -53.2% |
| YTD | -22.9% | +17.1% | -40.0% | -33.9% |
| 1Y | -14.3% | +43.1% | -57.4% | -33.0% |
| All | -14.3% | +46.1% | -60.4% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ONTO.
Daily Out/Under-Performance
Portfolio return minus ONTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONTO 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 ONTO 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