+44.0%
EAT vs MKC
-23.4%
+67.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +0.8% |
| 7D | 0.0% | -5.9% | +5.9% | +1.2% |
| 30D | +1.9% | -0.9% | +2.8% | +2.0% |
| 3M | +68.7% | +12.7% | +55.9% | +65.3% |
| 6M | +66.9% | -19.3% | +86.2% | +69.0% |
| YTD | +60.4% | -22.2% | +82.6% | +64.1% |
| 1Y | +44.0% | -23.3% | +67.3% | +45.1% |
| All | +44.0% | -23.4% | +67.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling