-59.8%
MTZ vs EAT
+39.5%
-99.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +9.4% |
| 7D | -6.4% | -2.6% | -3.8% | -6.3% |
| 30D | -22.1% | +11.5% | -33.5% | -22.5% |
| 3M | -32.7% | -9.1% | -23.6% | -33.1% |
| 6M | -59.8% | +40.4% | -100.2% | -62.2% |
| All | -59.8% | +39.5% | -99.3% | -62.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling