+372.3%
EAT vs MTB
+172.9%
+199.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.6% |
| 7D | -6.2% | -0.4% | -5.8% | -5.9% |
| 30D | -3.0% | -4.6% | +1.6% | 0.0% |
| 3M | +45.6% | +7.4% | +38.2% | +38.5% |
| 6M | +53.5% | +18.7% | +34.9% | +36.6% |
| YTD | +49.6% | +21.1% | +28.5% | +31.0% |
| 1Y | +38.9% | +24.1% | +14.8% | +19.0% |
| 3Y | +589.7% | +115.3% | +474.3% | +293.8% |
| 5Y | +318.7% | +106.0% | +212.6% | +129.6% |
| All | +372.3% | +172.9% | +199.3% | +117.6% |
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 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