+192.9%
XOM vs MTZ
+773.6%
-580.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -0.3% |
| 7D | +4.1% | +1.4% | +2.7% | +3.7% |
| 30D | +4.6% | -14.5% | +19.1% | +7.8% |
| 3M | +14.0% | -32.9% | +46.9% | +21.7% |
| 6M | +11.0% | -20.8% | +31.8% | +12.7% |
| YTD | +40.7% | +10.6% | +30.1% | +31.0% |
| 1Y | +52.3% | +27.1% | +25.2% | +36.1% |
| 3Y | +60.5% | +166.1% | -105.7% | +11.0% |
| 5Y | +266.4% | +170.7% | +95.7% | +140.3% |
| All | +192.9% | +773.6% | -580.7% | +34.4% |
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