+312.6%
EAT vs MTB
+103.4%
+209.2%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.1% |
| 7D | -6.8% | +1.1% | -7.9% | -7.3% |
| 30D | -5.4% | -4.6% | -0.8% | -3.1% |
| 3M | +42.8% | +6.3% | +36.5% | +38.1% |
| 6M | +56.5% | +15.6% | +40.9% | +45.0% |
| YTD | +50.0% | +20.6% | +29.5% | +36.0% |
| 1Y | +38.3% | +22.5% | +15.7% | +23.9% |
| 3Y | +591.6% | +114.4% | +477.2% | +365.4% |
| 5Y | +312.6% | +101.9% | +210.7% | +172.3% |
| All | +312.6% | +103.4% | +209.2% | +172.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling