+51.4%
ON vs MTZ
+165.3%
-114.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.0% |
| 7D | -1.9% | +2.3% | -4.2% | -3.1% |
| 30D | -11.0% | -10.3% | -0.7% | -6.4% |
| 3M | -39.3% | -31.8% | -7.5% | -27.8% |
| 6M | +19.8% | -19.2% | +39.0% | +31.3% |
| YTD | +31.1% | +10.7% | +20.4% | +22.5% |
| 1Y | +46.0% | +37.5% | +8.5% | +22.5% |
| 3Y | -27.5% | +162.4% | -189.9% | -57.7% |
| All | +51.4% | +165.3% | -114.0% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling