+424.9%
MAR vs EAT
+379.9%
+45.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -2.1% | -6.2% | +4.1% | -0.3% |
| 30D | -5.7% | -3.0% | -2.6% | -5.2% |
| 3M | -14.6% | +45.6% | -60.3% | -24.4% |
| 6M | +1.3% | +53.5% | -52.2% | -12.7% |
| YTD | +6.7% | +49.6% | -42.9% | -7.8% |
| 1Y | +26.4% | +38.9% | -12.5% | +10.7% |
| 3Y | +64.7% | +589.7% | -524.9% | -17.4% |
| 5Y | +153.1% | +318.7% | -165.6% | +40.1% |
| All | +424.9% | +379.9% | +45.0% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling