+4,683.6%
CVX vs MTZ
+3,062.5%
+1,621.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.5% |
| 7D | +3.3% | -1.6% | +4.9% | +3.5% |
| 30D | +12.9% | -11.1% | +24.0% | +14.0% |
| 3M | +11.7% | -36.7% | +48.4% | +15.7% |
| 6M | +14.1% | -21.9% | +36.1% | +15.4% |
| YTD | +40.7% | +9.1% | +31.6% | +37.4% |
| 1Y | +37.5% | +30.0% | +7.5% | +31.7% |
| 3Y | +43.9% | +138.5% | -94.5% | +27.5% |
| 5Y | +161.5% | +158.3% | +3.1% | +127.4% |
| 10Y | +215.1% | +700.8% | -485.7% | +145.7% |
| All | +4,683.6% | +3,062.5% | +1,621.1% | +3,201.7% |
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