+7,617.4%
EOG vs MTZ
+3,182.4%
+4,435.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.8% | -3.7% | -0.4% |
| 7D | -2.0% | +3.6% | -5.6% | -2.5% |
| 30D | +7.9% | -9.6% | +17.5% | +9.2% |
| 3M | +4.5% | -31.9% | +36.4% | +8.6% |
| 6M | +12.3% | -13.8% | +26.1% | +12.5% |
| YTD | +41.9% | +13.3% | +28.6% | +36.6% |
| 1Y | +27.8% | +39.3% | -11.4% | +19.3% |
| 3Y | +21.8% | +168.3% | -146.6% | +1.4% |
| 5Y | +174.0% | +166.4% | +7.6% | +126.0% |
| 10Y | +110.4% | +739.9% | -629.6% | +50.8% |
| All | +7,617.4% | +3,182.4% | +4,435.0% | +4,461.2% |
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