+191.0%
MOD vs EAT
+476.7%
-285.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | +0.4% | +27.5% | +27.8% |
| 7D | +40.4% | -4.0% | +44.4% | +42.0% |
| 30D | -14.0% | -2.9% | -11.1% | -13.9% |
| 3M | -33.3% | -16.9% | -16.5% | -30.3% |
| 6M | -51.4% | +57.0% | -108.4% | -59.7% |
| YTD | +1.6% | +38.2% | -36.6% | -13.0% |
| 1Y | +5.4% | +69.3% | -63.9% | -16.5% |
| 3Y | +191.0% | +483.0% | -292.0% | +30.9% |
| All | +191.0% | +476.7% | -285.7% | +30.9% |
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