+59.7%
XOM vs MTZ
+151.6%
-91.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.5% | +4.1% | +0.7% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +4.1% | -14.8% | +18.9% | +4.3% |
| 3M | +10.4% | -30.8% | +41.2% | +10.7% |
| 6M | +13.0% | -22.6% | +35.7% | +12.4% |
| YTD | +40.1% | +6.8% | +33.2% | +36.6% |
| 1Y | +51.1% | +22.1% | +29.0% | +45.9% |
| All | +59.7% | +151.6% | -91.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling