+10.5%
MDT vs EAT
+75.7%
-65.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | -4.0% | +5.0% | +1.4% |
| 30D | +9.2% | -2.9% | +12.1% | +9.4% |
| 3M | +14.5% | -16.9% | +31.4% | +15.8% |
| 6M | +37.3% | +57.0% | -19.7% | +33.7% |
| YTD | +9.8% | +38.2% | -28.4% | +7.9% |
| 1Y | +10.5% | +69.3% | -58.7% | +4.8% |
| All | +10.5% | +75.7% | -65.2% | +4.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling