-84.8%
EOSE vs MKC
-18.2%
-66.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.6% | +5.4% | +7.2% | +16.1% |
| 7D | +9.7% | +9.6% | +0.1% | +16.5% |
| 30D | -34.6% | +12.0% | -46.6% | -29.1% |
| 3M | -50.8% | -2.0% | -48.8% | -51.6% |
| 6M | -66.5% | +7.2% | -73.7% | -63.5% |
| YTD | -81.3% | -23.7% | -57.6% | -84.2% |
| 1Y | -84.8% | -18.3% | -66.5% | -87.5% |
| All | -84.8% | -18.2% | -66.6% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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