+219.2%
CVX vs MTZ
+773.6%
-554.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | -0.2% |
| 7D | +2.6% | +1.4% | +1.3% | +2.2% |
| 30D | +9.8% | -14.5% | +24.3% | +13.7% |
| 3M | +16.2% | -32.9% | +49.1% | +25.0% |
| 6M | +13.6% | -20.8% | +34.5% | +15.4% |
| YTD | +44.4% | +10.6% | +33.8% | +32.8% |
| 1Y | +40.6% | +27.1% | +13.5% | +23.3% |
| 3Y | +48.2% | +166.1% | -118.0% | -2.7% |
| 5Y | +172.3% | +170.7% | +1.6% | +67.9% |
| All | +219.2% | +773.6% | -554.4% | +28.1% |
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 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