+153.3%
XOP vs MTZ
+168.2%
-14.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.4% | -0.6% |
| 7D | +2.6% | +1.4% | +1.3% | +2.3% |
| 30D | +9.6% | -14.5% | +24.1% | +13.1% |
| 3M | +20.4% | -32.9% | +53.3% | +29.1% |
| 6M | +19.9% | -20.8% | +40.8% | +21.4% |
| YTD | +56.4% | +10.6% | +45.8% | +43.2% |
| 1Y | +52.4% | +27.1% | +25.4% | +33.2% |
| 3Y | +39.9% | +166.1% | -126.3% | -4.6% |
| All | +153.3% | +168.2% | -14.9% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling