+605.0%
EAT vs MKC
-31.2%
+636.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | -6.8% | -4.3% | -2.5% | -5.8% |
| 30D | -5.4% | -3.1% | -2.3% | -4.7% |
| 3M | +42.8% | +6.8% | +35.9% | +40.2% |
| 6M | +56.5% | -18.3% | +74.8% | +63.5% |
| YTD | +50.0% | -23.1% | +73.1% | +58.7% |
| 1Y | +38.3% | -23.7% | +61.9% | +46.5% |
| All | +605.0% | -31.2% | +636.2% | +698.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling