+1,180.7%
MTZ vs CVE
+62.8%
+1,118.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.1% |
| 7D | -10.6% | -14.1% | +3.5% | -5.2% |
| 30D | -30.4% | -11.6% | -18.8% | -27.0% |
| 3M | -40.4% | 0.0% | -40.5% | -40.7% |
| 6M | -63.7% | -8.4% | -55.3% | -63.0% |
| YTD | -26.9% | +65.9% | -92.8% | -41.4% |
| 1Y | -20.2% | +69.4% | -89.6% | -36.7% |
| 3Y | +208.1% | +55.9% | +152.2% | +145.0% |
| 5Y | +69.4% | +146.2% | -76.8% | +5.3% |
| 10Y | +440.6% | +140.6% | +300.0% | +161.3% |
| All | +1,180.7% | +62.8% | +1,118.0% | +655.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling