+264.6%
MP vs EAT
+716.5%
-451.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.1% | +0.7% | -2.2% |
| 7D | -3.6% | -5.9% | +2.3% | -2.0% |
| 30D | -21.0% | +0.7% | -21.6% | -21.6% |
| 3M | -33.3% | -14.2% | -19.1% | -30.9% |
| 6M | -45.9% | +40.7% | -86.6% | -52.6% |
| YTD | -27.8% | +36.0% | -63.8% | -36.8% |
| 1Y | -43.2% | +83.1% | -126.2% | -55.0% |
| 3Y | +144.0% | +474.8% | -330.8% | +14.1% |
| 5Y | -6.1% | +347.6% | -353.7% | -55.1% |
| All | +264.6% | +716.5% | -451.9% | +61.5% |
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 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