+445.3%
MP vs EAT
+863.3%
-418.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +13.8% | +1.9% | +11.9% | +12.7% |
| 3M | -16.7% | +68.7% | -85.4% | -30.2% |
| 6M | -11.5% | +66.9% | -78.4% | -26.5% |
| YTD | +7.9% | +60.4% | -52.5% | -9.4% |
| 1Y | -15.0% | +44.0% | -59.0% | -26.7% |
| 3Y | +153.5% | +604.7% | -451.2% | +11.5% |
| 5Y | +58.7% | +347.0% | -288.4% | -23.5% |
| All | +445.3% | +863.3% | -418.0% | +131.4% |
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