+790.3%
VLO vs MTZ
+420.7%
+369.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.7% |
| 7D | +9.6% | +5.0% | +4.6% | +7.9% |
| 30D | -17.4% | -6.0% | -11.4% | -16.4% |
| 3M | +10.8% | -36.1% | +46.9% | +25.4% |
| 6M | +56.9% | -56.9% | +113.8% | +96.8% |
| YTD | +136.8% | -15.9% | +152.7% | +130.7% |
| 1Y | +120.7% | -3.8% | +124.5% | +104.3% |
| 3Y | +231.9% | +272.3% | -40.3% | +65.8% |
| 5Y | +479.0% | +91.1% | +387.9% | +255.0% |
| All | +790.3% | +420.7% | +369.6% | +242.4% |
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