+209.9%
ON vs MTZ
+319.8%
-109.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.3% |
| 7D | +2.4% | -1.6% | +4.0% | +3.0% |
| 30D | -3.3% | -11.1% | +7.8% | +0.6% |
| 3M | -43.6% | -36.7% | -6.9% | -34.3% |
| 6M | +19.0% | -21.9% | +40.9% | +28.9% |
| YTD | +37.4% | +9.1% | +28.2% | +32.1% |
| 1Y | +54.8% | +30.0% | +24.8% | +39.9% |
| 3Y | -25.2% | +138.5% | -163.6% | -47.2% |
| 5Y | +62.7% | +158.3% | -95.6% | +10.6% |
| 10Y | +574.3% | +700.8% | -126.4% | +205.8% |
| All | +209.9% | +319.8% | -109.9% | +15.2% |
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