-14.3%
MTZ vs CVE
+73.4%
-87.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -7.6% | -7.7% | -14.3% |
| 7D | -7.4% | -12.1% | +4.7% | -6.0% |
| 30D | -23.6% | -9.8% | -13.8% | -22.5% |
| 3M | -38.3% | -0.7% | -37.6% | -38.1% |
| 6M | -60.6% | -4.3% | -56.3% | -60.3% |
| YTD | -22.9% | +70.6% | -93.5% | -23.4% |
| 1Y | -14.3% | +73.2% | -87.4% | -15.7% |
| All | -14.3% | +73.4% | -87.6% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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