+911.8%
VLO vs MTZ
+743.7%
+168.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.2% |
| 7D | +4.0% | 0.0% | +4.0% | +3.9% |
| 30D | +19.0% | -14.8% | +33.8% | +24.8% |
| 3M | +50.0% | -30.8% | +80.8% | +64.3% |
| 6M | +79.1% | -22.6% | +101.8% | +85.6% |
| YTD | +140.3% | +6.8% | +133.4% | +120.3% |
| 1Y | +148.3% | +22.1% | +126.2% | +115.2% |
| 3Y | +194.6% | +153.1% | +41.5% | +78.1% |
| 5Y | +609.6% | +161.4% | +448.2% | +295.2% |
| All | +911.8% | +743.7% | +168.0% | +227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling