+122.8%
MAR vs EAT
+467.5%
-344.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +3.4% |
| 7D | +2.9% | -5.9% | +8.8% | +3.9% |
| 30D | +17.0% | +0.7% | +16.4% | +16.5% |
| 3M | +23.2% | -14.2% | +37.4% | +26.0% |
| 6M | +21.7% | +40.7% | -19.0% | +11.8% |
| YTD | +38.9% | +36.0% | +2.9% | +27.4% |
| 1Y | +48.7% | +83.1% | -34.4% | +27.3% |
| All | +122.8% | +467.5% | -344.7% | +40.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling