+44.0%
EAT vs MTB
+23.4%
+20.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.7% |
| 30D | +1.9% | -4.2% | +6.1% | +3.7% |
| 3M | +68.7% | +8.9% | +59.8% | +61.8% |
| 6M | +66.9% | +10.9% | +56.0% | +57.7% |
| YTD | +60.4% | +21.5% | +38.9% | +49.4% |
| 1Y | +44.0% | +21.9% | +22.1% | +26.6% |
| All | +44.0% | +23.4% | +20.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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