+1,544.7%
MOD vs EAT
+10,748.9%
-9,204.2%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -3.5% | -3.7% | -6.0% |
| 7D | -34.2% | -3.3% | -30.9% | -33.8% |
| 30D | -51.9% | +11.7% | -63.5% | -54.2% |
| 3M | -53.0% | -5.9% | -47.1% | -52.9% |
| 6M | -66.4% | +46.7% | -113.1% | -71.7% |
| YTD | -31.5% | +48.2% | -79.7% | -43.3% |
| 1Y | -39.6% | +105.4% | -145.0% | -55.9% |
| 3Y | +116.8% | +502.8% | -386.0% | +2.3% |
| 5Y | +713.8% | +376.3% | +337.5% | +292.8% |
| 10Y | +882.7% | +400.0% | +482.7% | +274.7% |
| All | +1,544.7% | +10,748.9% | -9,204.2% | +168.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling