+2,274.1%
MTZ vs EAT
+10,438.3%
-8,164.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.9% | +12.4% | +10.3% |
| 7D | -6.4% | -2.6% | -3.8% | -6.2% |
| 30D | -22.1% | +11.5% | -33.5% | -24.9% |
| 3M | -32.7% | -9.1% | -23.6% | -31.8% |
| 6M | -59.8% | +40.4% | -100.2% | -64.3% |
| YTD | -19.9% | +43.9% | -63.8% | -30.2% |
| 1Y | -11.5% | +101.9% | -113.4% | -30.1% |
| 3Y | +258.1% | +489.9% | -231.8% | +103.5% |
| 5Y | +85.5% | +362.6% | -277.1% | +6.5% |
| 10Y | +492.2% | +385.7% | +106.5% | +183.3% |
| All | +2,274.1% | +10,438.3% | -8,164.2% | +519.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling