+372.3%
EAT vs MDY
+175.0%
+197.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +1.1% |
| 7D | -6.2% | -2.5% | -3.7% | -2.6% |
| 30D | -3.0% | -5.0% | +2.0% | +4.5% |
| 3M | +45.6% | +0.5% | +45.2% | +43.9% |
| 6M | +53.5% | +8.0% | +45.5% | +36.4% |
| YTD | +49.6% | +12.2% | +37.4% | +25.6% |
| 1Y | +38.9% | +14.0% | +24.9% | +13.1% |
| 3Y | +589.7% | +48.2% | +541.5% | +274.0% |
| 5Y | +318.7% | +46.1% | +272.6% | +136.3% |
| All | +372.3% | +175.0% | +197.3% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling