+118.9%
EOG vs MTZ
+773.6%
-654.7%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.2% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | +2.9% | -14.5% | +17.4% | +7.7% |
| 3M | +8.7% | -32.9% | +41.7% | +19.7% |
| 6M | +12.9% | -20.8% | +33.7% | +15.2% |
| YTD | +43.8% | +10.6% | +33.2% | +28.7% |
| 1Y | +27.1% | +27.1% | 0.0% | +6.9% |
| 3Y | +25.9% | +166.1% | -140.2% | -27.4% |
| 5Y | +177.9% | +170.7% | +7.3% | +49.7% |
| All | +118.9% | +773.6% | -654.7% | -25.8% |
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 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