+3,207.6%
MAR vs EAT
+3,092.6%
+114.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.1% | +6.8% | +4.0% |
| 7D | +2.9% | -5.9% | +8.8% | +4.7% |
| 30D | +17.0% | +0.7% | +16.4% | +16.1% |
| 3M | +23.2% | -14.2% | +37.4% | +27.6% |
| 6M | +21.7% | +40.7% | -19.0% | +6.5% |
| YTD | +38.9% | +36.0% | +2.9% | +21.0% |
| 1Y | +48.7% | +83.1% | -34.4% | +17.0% |
| 3Y | +122.9% | +474.8% | -351.9% | +12.9% |
| 5Y | +177.5% | +347.6% | -170.1% | +44.1% |
| 10Y | +537.5% | +321.5% | +216.0% | +174.5% |
| All | +3,207.6% | +3,092.6% | +114.9% | +450.6% |
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 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