+7,983.2%
MDT vs EAT
+11,644.8%
-3,661.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.1% |
| 7D | +3.2% | 0.0% | +3.2% | +3.2% |
| 30D | +9.5% | +1.9% | +7.6% | +9.0% |
| 3M | +16.0% | +68.7% | -52.7% | +7.0% |
| 6M | +0.2% | +66.9% | -66.7% | -8.0% |
| YTD | -0.3% | +60.4% | -60.7% | -8.2% |
| 1Y | +4.7% | +44.0% | -39.3% | -2.5% |
| 3Y | +26.5% | +604.7% | -578.1% | -10.6% |
| 5Y | -18.2% | +347.0% | -365.2% | -40.2% |
| 10Y | +40.0% | +390.8% | -350.7% | -11.4% |
| All | +7,983.2% | +11,644.8% | -3,661.6% | +2,229.4% |
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