+38.9%
EAT vs MTB
+22.5%
+16.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -6.2% | -0.4% | -5.8% | -6.0% |
| 30D | -3.0% | -4.6% | +1.6% | -1.1% |
| 3M | +45.6% | +7.4% | +38.2% | +40.5% |
| 6M | +53.5% | +18.7% | +34.9% | +41.8% |
| YTD | +49.6% | +21.1% | +28.5% | +39.7% |
| 1Y | +38.9% | +24.1% | +14.8% | +23.2% |
| All | +38.9% | +22.5% | +16.4% | +23.2% |
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