+312.6%
EAT vs MDY
+45.8%
+266.8%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.2% | -1.9% |
| 7D | -6.8% | -0.8% | -6.0% | -5.9% |
| 30D | -5.4% | -3.9% | -1.5% | -0.6% |
| 3M | +42.8% | 0.0% | +42.8% | +42.2% |
| 6M | +56.5% | +8.5% | +48.0% | +40.5% |
| YTD | +50.0% | +13.2% | +36.8% | +27.5% |
| 1Y | +38.3% | +15.0% | +23.2% | +14.6% |
| 3Y | +591.6% | +49.6% | +542.1% | +302.7% |
| 5Y | +312.6% | +46.0% | +266.6% | +145.5% |
| All | +312.6% | +45.8% | +266.8% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling