-6.0%
MTZ vs EAT
+96.9%
-102.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +8.6% |
| 7D | -2.4% | -3.9% | +1.5% | -2.3% |
| 30D | -11.1% | +5.0% | -16.1% | -11.7% |
| 3M | -30.6% | -9.6% | -21.0% | -30.4% |
| 6M | -54.4% | +46.8% | -101.1% | -56.9% |
| YTD | -13.0% | +41.8% | -54.8% | -17.9% |
| All | -6.0% | +96.9% | -102.8% | -12.8% |
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