+614.6%
VLO vs MTZ
+162.0%
+452.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | +6.2% | +2.3% | +4.0% | +5.8% |
| 30D | +23.5% | -10.3% | +33.8% | +25.5% |
| 3M | +53.9% | -31.8% | +85.7% | +61.8% |
| 6M | +81.7% | -19.2% | +100.8% | +83.2% |
| YTD | +142.5% | +10.7% | +131.7% | +128.7% |
| 1Y | +145.4% | +37.5% | +107.9% | +120.3% |
| 3Y | +197.3% | +162.4% | +35.0% | +126.2% |
| 5Y | +614.6% | +166.3% | +448.3% | +398.6% |
| All | +614.6% | +162.0% | +452.6% | +398.6% |
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 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