+40.6%
CVX vs MTZ
+26.3%
+14.3%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.9% |
| 7D | +2.6% | +1.4% | +1.3% | +2.8% |
| 30D | +9.8% | -14.5% | +24.3% | +8.3% |
| 3M | +16.2% | -32.9% | +49.1% | +12.5% |
| 6M | +13.6% | -20.8% | +34.5% | +10.9% |
| YTD | +44.4% | +10.6% | +33.8% | +41.2% |
| 1Y | +40.6% | +27.1% | +13.5% | +38.3% |
| All | +40.6% | +26.3% | +14.3% | +38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling