+148.3%
VLO vs MTZ
+31.7%
+116.6%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.8% |
| 7D | +4.0% | 0.0% | +4.0% | +4.0% |
| 30D | +19.0% | -14.8% | +33.8% | +19.4% |
| 3M | +50.0% | -30.8% | +80.8% | +51.6% |
| 6M | +79.1% | -22.6% | +101.8% | +77.0% |
| YTD | +140.3% | +6.8% | +133.4% | +127.5% |
| 1Y | +148.3% | +22.1% | +126.2% | +132.8% |
| All | +148.3% | +31.7% | +116.6% | +132.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling