+195.9%
MTZ vs ONTO
+449.2%
-253.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +12.0% | -3.4% | +3.6% |
| 7D | -2.4% | +1.4% | -3.8% | -3.0% |
| 30D | -11.1% | -34.1% | +23.0% | +4.4% |
| 3M | -30.6% | -37.1% | +6.4% | -17.7% |
| 6M | -54.4% | -31.8% | -22.5% | -48.8% |
| YTD | -13.0% | +22.9% | -35.9% | -24.0% |
| 1Y | -5.7% | +39.5% | -45.2% | -21.8% |
| 3Y | +297.2% | +57.7% | +239.5% | +178.9% |
| 5Y | +95.9% | +115.8% | -19.9% | +10.3% |
| All | +195.9% | +449.2% | -253.3% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling