+153.3%
MP vs EAT
+611.4%
-458.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +13.8% | +1.9% | +11.9% | +13.1% |
| 3M | -16.7% | +68.7% | -85.4% | -26.6% |
| 6M | -11.5% | +66.9% | -78.4% | -22.3% |
| YTD | +7.9% | +60.4% | -52.5% | -4.4% |
| 1Y | -15.0% | +44.0% | -59.0% | -23.6% |
| All | +153.3% | +611.4% | -458.2% | -4.2% |
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 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