+490.0%
EAT vs MTB
+105.4%
+384.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.0% | +3.0% |
| 7D | -8.9% | -2.0% | -7.0% | -8.0% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | -9.3% | -12.1% | +2.8% | -3.5% |
| 6M | +43.8% | +7.3% | +36.5% | +37.7% |
| YTD | +39.9% | +11.5% | +28.3% | +31.3% |
| 1Y | +89.7% | +21.3% | +68.4% | +70.1% |
| All | +490.0% | +105.4% | +384.6% | +305.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling