+11,556.1%
EAT vs MTB
+8,294.1%
+3,262.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | 0.0% | +1.7% | -1.7% | -0.9% |
| 30D | +1.9% | -4.2% | +6.1% | +4.1% |
| 3M | +68.7% | +8.9% | +59.8% | +61.3% |
| 6M | +66.9% | +10.9% | +56.0% | +58.0% |
| YTD | +60.4% | +21.5% | +38.9% | +45.0% |
| 1Y | +44.0% | +21.9% | +22.1% | +29.4% |
| 3Y | +604.7% | +109.2% | +495.4% | +375.3% |
| 5Y | +347.0% | +102.0% | +245.1% | +198.1% |
| 10Y | +390.8% | +171.9% | +218.8% | +190.0% |
| All | +11,556.1% | +8,294.1% | +3,262.1% | +2,029.8% |
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