+196.1%
ON vs MTZ
+223.5%
-27.4%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.4% | -3.2% |
| 7D | +12.2% | +5.0% | +7.3% | +10.4% |
| 30D | -3.1% | -6.0% | +2.9% | -1.7% |
| 3M | -12.9% | -36.1% | +23.2% | +0.7% |
| 6M | -38.6% | -56.9% | +18.3% | -19.1% |
| YTD | +31.2% | -15.9% | +47.1% | +36.8% |
| 1Y | +47.6% | -3.8% | +51.5% | +46.9% |
| 3Y | +6.6% | +272.3% | -265.6% | -34.9% |
| 5Y | +21.3% | +91.1% | -69.8% | -9.4% |
| 10Y | +533.3% | +426.0% | +107.3% | +227.4% |
| All | +196.1% | +223.5% | -27.4% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling