+69.4%
MTZ vs CVE
+148.3%
-79.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.4% |
| 7D | -10.6% | -14.1% | +3.5% | -6.4% |
| 30D | -30.4% | -11.6% | -18.8% | -27.8% |
| 3M | -40.4% | 0.0% | -40.5% | -40.6% |
| 6M | -63.7% | -8.4% | -55.3% | -63.1% |
| YTD | -26.9% | +65.9% | -92.8% | -38.8% |
| 1Y | -20.2% | +69.4% | -89.6% | -33.8% |
| 3Y | +208.1% | +55.9% | +152.2% | +153.0% |
| 5Y | +69.4% | +146.2% | -76.8% | +15.1% |
| All | +69.4% | +148.3% | -79.0% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling