+124.3%
MOD vs EAT
+503.3%
-379.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.7% | -6.3% |
| 7D | -34.2% | -3.3% | -30.9% | -33.8% |
| 30D | -51.9% | +11.7% | -63.5% | -53.8% |
| 3M | -53.0% | -5.9% | -47.1% | -52.8% |
| 6M | -66.4% | +46.7% | -113.1% | -71.3% |
| YTD | -31.5% | +48.2% | -79.7% | -42.4% |
| 1Y | -39.6% | +105.4% | -145.0% | -55.2% |
| All | +124.3% | +503.3% | -379.0% | +5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling