+709.2%
MTZ vs EAT
+389.7%
+319.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +1.9% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | +1.9% | -13.0% | -11.9% |
| 3M | -36.7% | +68.7% | -105.4% | -46.7% |
| 6M | -21.9% | +66.9% | -88.8% | -34.8% |
| YTD | +9.1% | +60.4% | -51.3% | -8.3% |
| 1Y | +30.0% | +44.0% | -14.0% | +11.6% |
| 3Y | +138.5% | +604.7% | -466.2% | +20.3% |
| 5Y | +158.3% | +347.0% | -188.7% | +40.3% |
| All | +709.2% | +389.7% | +319.5% | +273.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling