+753.4%
MOD vs EAT
+361.6%
+391.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.9% | +8.6% | +6.6% |
| 7D | -25.5% | -2.6% | -22.9% | -25.4% |
| 30D | -49.0% | +11.5% | -60.5% | -51.3% |
| 3M | -49.8% | -9.1% | -40.7% | -49.1% |
| 6M | -64.8% | +40.4% | -105.2% | -69.8% |
| YTD | -27.6% | +43.9% | -71.6% | -39.1% |
| 1Y | -35.2% | +101.9% | -137.1% | -52.2% |
| 3Y | +137.1% | +489.9% | -352.7% | +13.2% |
| All | +753.4% | +361.6% | +391.8% | +324.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling