-53.0%
MOD vs EAT
-4.0%
-49.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.7% | -7.4% |
| 7D | -34.2% | -3.3% | -30.9% | -33.4% |
| 30D | -51.9% | +11.7% | -63.5% | -51.8% |
| 3M | -53.0% | -5.9% | -47.1% | -52.1% |
| All | -53.0% | -4.0% | -49.0% | -52.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling