+30.0%
MTZ vs EAT
+37.5%
-7.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.1% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | +1.9% | -13.0% | -11.2% |
| 3M | -36.7% | +68.7% | -105.4% | -39.5% |
| 6M | -21.9% | +66.9% | -88.8% | -25.1% |
| YTD | +9.1% | +60.4% | -51.3% | +4.8% |
| 1Y | +30.0% | +44.0% | -14.0% | +24.9% |
| All | +30.0% | +37.5% | -7.5% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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