+315.8%
EAT vs MTB
+114.2%
+201.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +3.0% |
| 7D | -8.9% | -2.0% | -7.0% | -7.7% |
| 30D | +3.4% | +0.1% | +3.3% | +3.2% |
| 3M | -9.3% | -12.1% | +2.8% | -1.6% |
| 6M | +43.8% | +7.3% | +36.5% | +36.2% |
| YTD | +39.9% | +11.5% | +28.3% | +28.8% |
| 1Y | +89.7% | +21.3% | +68.4% | +64.6% |
| 3Y | +491.3% | +104.1% | +387.1% | +249.9% |
| 5Y | +365.4% | +61.8% | +303.6% | +206.6% |
| All | +315.8% | +114.2% | +201.6% | +119.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling