+105.0%
ED vs MDY
+175.0%
-70.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | -1.9% | -2.5% | +0.7% | -1.2% |
| 30D | +0.1% | -5.0% | +5.1% | +1.5% |
| 3M | 0.0% | +0.5% | -0.5% | -0.2% |
| 6M | -2.5% | +8.0% | -10.5% | -4.9% |
| YTD | +10.1% | +12.2% | -2.0% | +6.0% |
| 1Y | +13.6% | +14.0% | -0.4% | +8.6% |
| 3Y | +32.4% | +48.2% | -15.7% | +14.3% |
| 5Y | +69.9% | +46.1% | +23.8% | +45.3% |
| All | +105.0% | +175.0% | -70.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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