+55.0%
XOP vs MTZ
+773.6%
-718.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -1.2% |
| 7D | +2.6% | +1.4% | +1.3% | +2.0% |
| 30D | +9.6% | -14.5% | +24.1% | +15.8% |
| 3M | +20.4% | -32.9% | +53.3% | +35.4% |
| 6M | +19.9% | -20.8% | +40.8% | +23.2% |
| YTD | +56.4% | +10.6% | +45.8% | +37.8% |
| 1Y | +52.4% | +27.1% | +25.4% | +25.1% |
| 3Y | +39.9% | +166.1% | -126.3% | -24.9% |
| 5Y | +163.7% | +170.7% | -6.9% | +31.5% |
| All | +55.0% | +773.6% | -718.6% | -56.6% |
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 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