+1,604.6%
MOD vs EAT
+390.6%
+1,214.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.1% |
| 7D | +9.6% | 0.0% | +9.6% | +9.6% |
| 30D | 0.0% | +1.9% | -1.9% | -1.0% |
| 3M | -35.4% | +68.7% | -104.0% | -46.9% |
| 6M | -7.3% | +66.9% | -74.2% | -24.1% |
| YTD | +45.8% | +60.4% | -14.6% | +20.3% |
| 1Y | +43.1% | +44.0% | -0.9% | +20.9% |
| 3Y | +297.7% | +604.7% | -307.0% | +86.2% |
| 5Y | +1,478.8% | +347.0% | +1,131.7% | +712.7% |
| All | +1,604.6% | +390.6% | +1,214.0% | +680.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling