+18.5%
ONDS vs MTZ
+289.0%
-270.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.2% | -2.1% | -3.0% |
| 7D | -4.2% | +2.3% | -6.5% | -5.5% |
| 30D | -21.7% | -10.3% | -11.4% | -16.9% |
| 3M | -24.5% | -31.8% | +7.4% | -7.5% |
| 6M | -25.0% | -19.2% | -5.8% | -16.7% |
| YTD | -25.3% | +10.7% | -36.0% | -31.7% |
| 1Y | +33.8% | +37.5% | -3.8% | +9.1% |
| 3Y | +699.3% | +162.4% | +537.0% | +355.8% |
| 5Y | -5.2% | +166.3% | -171.5% | -47.2% |
| All | +18.5% | +289.0% | -270.5% | -30.1% |
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