+9,905.1%
EAT vs MTB
+7,592.0%
+2,313.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -2.3% | +0.8% | -3.2% | -2.8% |
| 3M | -19.6% | -12.8% | -6.9% | -14.2% |
| 6M | +46.0% | +6.7% | +39.3% | +40.7% |
| YTD | +37.7% | +11.3% | +26.4% | +29.7% |
| 1Y | +73.8% | +20.2% | +53.6% | +57.2% |
| 3Y | +482.1% | +103.8% | +378.3% | +298.6% |
| 5Y | +362.5% | +60.9% | +301.6% | +247.1% |
| 10Y | +319.3% | +115.0% | +204.3% | +174.9% |
| All | +9,905.1% | +7,592.0% | +2,313.1% | +1,805.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling