+1,359.2%
OXY vs MTZ
+2,996.0%
-1,636.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.2% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | +3.6% | -14.8% | +18.4% | +5.6% |
| 3M | +7.1% | -30.8% | +37.9% | +11.0% |
| 6M | +15.7% | -22.6% | +38.3% | +17.5% |
| YTD | +50.1% | +6.8% | +43.3% | +45.7% |
| 1Y | +34.1% | +22.1% | +11.9% | +27.5% |
| 3Y | -1.5% | +153.1% | -154.6% | -17.0% |
| 5Y | +162.0% | +161.4% | +0.6% | +117.3% |
| 10Y | +5.1% | +723.1% | -718.1% | -22.2% |
| All | +1,359.2% | +2,996.0% | -1,636.8% | +787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling