+4,391.7%
XOM vs MTZ
+3,109.1%
+1,282.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.5% | +2.4% |
| 7D | 0.0% | +2.3% | -2.2% | -0.2% |
| 30D | +3.4% | -10.3% | +13.7% | +4.3% |
| 3M | +11.0% | -31.8% | +42.8% | +13.9% |
| 6M | +10.6% | -19.2% | +29.8% | +11.5% |
| YTD | +39.2% | +10.7% | +28.5% | +36.1% |
| 1Y | +52.7% | +37.5% | +15.2% | +46.2% |
| 3Y | +56.8% | +162.4% | -105.6% | +39.1% |
| 5Y | +261.8% | +166.3% | +95.5% | +217.5% |
| 10Y | +191.3% | +753.2% | -561.9% | +130.4% |
| All | +4,391.7% | +3,109.1% | +1,282.7% | +3,154.8% |
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 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