+501.4%
MTZ vs CVE
+136.1%
+365.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.6% | +10.1% | +9.7% |
| 7D | -6.4% | -16.1% | +9.7% | -0.7% |
| 30D | -22.1% | -10.4% | -11.7% | -19.2% |
| 3M | -32.7% | -2.4% | -30.3% | -32.4% |
| 6M | -59.8% | -4.4% | -55.4% | -59.7% |
| YTD | -19.9% | +64.9% | -84.9% | -33.8% |
| 1Y | -11.5% | +66.0% | -77.5% | -27.2% |
| 3Y | +258.1% | +57.7% | +200.4% | +191.8% |
| 5Y | +85.5% | +144.7% | -59.2% | +23.4% |
| All | +501.4% | +136.1% | +365.2% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling