+93.5%
MTZ vs ONTO
+136.3%
-42.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ONTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.2% |
| 7D | +16.5% | +34.4% | -18.0% | +3.6% |
| 30D | -10.2% | -20.4% | +10.2% | -2.8% |
| 3M | -34.2% | -37.8% | +3.7% | -22.1% |
| 6M | -56.0% | -24.6% | -31.4% | -52.7% |
| YTD | -14.8% | +32.8% | -47.7% | -26.8% |
| 1Y | -7.2% | +54.7% | -62.0% | -24.7% |
| 3Y | +275.8% | +54.7% | +221.1% | +177.7% |
| 5Y | +93.5% | +134.0% | -40.5% | +8.5% |
| All | +93.5% | +136.3% | -42.8% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling