+95.0%
MTZ vs EAT
+363.9%
-268.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.3% |
| 7D | +5.0% | -4.0% | +9.0% | +6.0% |
| 30D | -6.0% | -2.9% | -3.1% | -6.0% |
| 3M | -36.1% | -16.9% | -19.2% | -33.7% |
| 6M | -56.9% | +57.0% | -113.8% | -62.8% |
| YTD | -15.9% | +38.2% | -54.1% | -25.9% |
| 1Y | -3.8% | +69.3% | -73.1% | -20.5% |
| 3Y | +272.3% | +483.0% | -210.7% | +108.2% |
| All | +95.0% | +363.9% | -268.9% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling