+237.4%
MP vs EAT
+789.8%
-552.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.5% | -2.5% | -5.0% |
| 7D | -19.0% | -3.3% | -15.7% | -18.2% |
| 30D | -30.5% | +11.7% | -42.1% | -33.1% |
| 3M | -29.6% | -5.9% | -23.7% | -29.1% |
| 6M | -50.4% | +46.7% | -97.1% | -57.0% |
| YTD | -33.2% | +48.2% | -81.4% | -42.9% |
| 1Y | -38.6% | +105.4% | -144.0% | -53.0% |
| 3Y | +105.5% | +502.8% | -397.3% | -5.0% |
| 5Y | -7.8% | +376.3% | -384.1% | -56.7% |
| All | +237.4% | +789.8% | -552.4% | +45.7% |
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