+47.6%
XOP vs MTZ
+30.9%
+16.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -3.0% | -0.8% |
| 7D | +2.6% | -1.6% | +4.1% | +2.6% |
| 30D | +15.4% | -11.1% | +26.5% | +15.3% |
| 3M | +12.1% | -36.7% | +48.8% | +12.1% |
| 6M | +19.7% | -21.9% | +41.6% | +17.8% |
| YTD | +52.4% | +9.1% | +43.3% | +42.8% |
| 1Y | +47.6% | +30.0% | +17.6% | +32.9% |
| All | +47.6% | +30.9% | +16.7% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling