-11.5%
MTZ vs ONTO
+27.4%
-38.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +11.1% | -1.5% | +4.5% |
| 7D | -6.4% | -14.0% | +7.6% | -0.1% |
| 30D | -22.1% | -43.1% | +21.0% | -0.5% |
| 3M | -32.7% | -35.5% | +2.8% | -20.1% |
| 6M | -59.8% | -41.1% | -18.7% | -51.5% |
| YTD | -19.9% | +9.8% | -29.7% | -29.9% |
| 1Y | -11.5% | +31.5% | -43.0% | -28.9% |
| All | -11.5% | +27.4% | -38.8% | -28.9% |
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