+254.1%
MP vs EAT
+764.3%
-510.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.9% | +7.8% | +5.8% |
| 7D | -10.5% | -2.6% | -7.9% | -10.0% |
| 30D | -23.5% | +11.5% | -35.0% | -26.4% |
| 3M | -25.4% | -9.1% | -16.3% | -24.1% |
| 6M | -51.3% | +40.4% | -91.7% | -57.2% |
| YTD | -29.9% | +43.9% | -73.8% | -39.6% |
| 1Y | -31.8% | +101.9% | -133.8% | -47.6% |
| 3Y | +127.0% | +489.9% | -362.9% | +5.5% |
| 5Y | -3.3% | +362.6% | -365.9% | -54.2% |
| All | +254.1% | +764.3% | -510.2% | +54.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling