+629.3%
ON vs MTZ
+773.6%
-144.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.5% | +5.0% | +6.7% |
| 7D | +2.4% | +1.4% | +1.0% | +1.6% |
| 30D | -8.6% | -14.5% | +5.9% | -1.3% |
| 3M | -34.3% | -32.9% | -1.4% | -20.9% |
| 6M | +28.5% | -20.8% | +49.4% | +42.3% |
| YTD | +40.6% | +10.6% | +30.0% | +30.5% |
| 1Y | +55.3% | +27.1% | +28.2% | +34.2% |
| 3Y | -22.2% | +166.1% | -188.3% | -57.3% |
| 5Y | +62.4% | +170.7% | -108.3% | -15.1% |
| All | +629.3% | +773.6% | -144.3% | +102.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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