+318.7%
EAT vs MKC
-33.9%
+352.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -6.2% | -2.8% | -3.4% | -5.6% |
| 30D | -3.0% | -3.4% | +0.4% | -2.3% |
| 3M | +45.6% | +3.8% | +41.9% | +44.2% |
| 6M | +53.5% | -17.9% | +71.5% | +59.7% |
| YTD | +49.6% | -23.6% | +73.2% | +57.7% |
| 1Y | +38.9% | -23.1% | +62.0% | +46.1% |
| 3Y | +589.7% | -31.5% | +621.2% | +631.8% |
| 5Y | +318.7% | -33.1% | +351.7% | +379.3% |
| All | +318.7% | -33.9% | +352.6% | +379.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling