+147.9%
OXY vs MTZ
+168.2%
-20.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.0% | 0.0% |
| 7D | +2.8% | +1.4% | +1.5% | +2.6% |
| 30D | +5.5% | -14.5% | +19.9% | +7.6% |
| 3M | +11.3% | -32.9% | +44.2% | +16.4% |
| 6M | +11.6% | -20.8% | +32.4% | +12.0% |
| YTD | +51.6% | +10.6% | +41.0% | +41.7% |
| 1Y | +36.2% | +27.1% | +9.1% | +23.0% |
| 3Y | +1.7% | +166.1% | -164.4% | -24.0% |
| All | +147.9% | +168.2% | -20.3% | +78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling