+2,498.9%
MAR vs EAT
+3,666.3%
-1,167.4%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -4.2% | 0.0% | -4.2% | -4.2% |
| 30D | -6.7% | +1.9% | -8.6% | -7.6% |
| 3M | -12.5% | +68.7% | -81.1% | -26.8% |
| 6M | +0.6% | +66.9% | -66.3% | -16.7% |
| YTD | +9.1% | +60.4% | -51.3% | -8.9% |
| 1Y | +26.2% | +44.0% | -17.8% | +7.9% |
| 3Y | +68.2% | +604.7% | -536.5% | -19.8% |
| 5Y | +163.9% | +347.0% | -183.1% | +38.0% |
| 10Y | +420.6% | +390.8% | +29.8% | +115.2% |
| All | +2,498.9% | +3,666.3% | -1,167.4% | +314.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling