+157.9%
MTZ vs EAT
+350.4%
-192.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | +1.9% | -13.0% | -11.8% |
| 3M | -36.7% | +68.7% | -105.4% | -45.7% |
| 6M | -21.9% | +66.9% | -88.8% | -33.5% |
| YTD | +9.1% | +60.4% | -51.3% | -6.5% |
| 1Y | +30.0% | +44.0% | -14.0% | +13.9% |
| 3Y | +138.5% | +604.7% | -466.2% | +28.9% |
| All | +157.9% | +350.4% | -192.5% | +43.7% |
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