+35,889.1%
VLO vs MTZ
+3,062.5%
+32,826.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +5.2% | -1.6% | +6.8% | +5.4% |
| 30D | +22.6% | -11.1% | +33.7% | +24.3% |
| 3M | +43.8% | -36.7% | +80.5% | +51.4% |
| 6M | +65.7% | -21.9% | +87.7% | +68.7% |
| YTD | +131.1% | +9.1% | +122.0% | +124.3% |
| 1Y | +143.6% | +30.0% | +113.7% | +130.2% |
| 3Y | +201.4% | +138.5% | +62.9% | +155.8% |
| 5Y | +568.9% | +158.3% | +410.5% | +454.6% |
| 10Y | +891.8% | +700.8% | +191.0% | +611.3% |
| All | +35,889.1% | +3,062.5% | +32,826.6% | +20,635.6% |
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