+67.3%
ED vs MDY
+45.8%
+21.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | -0.6% |
| 7D | -0.2% | -0.8% | +0.6% | -0.1% |
| 30D | +1.9% | -3.9% | +5.8% | +2.5% |
| 3M | +1.9% | 0.0% | +1.9% | +1.8% |
| 6M | -2.3% | +8.5% | -10.8% | -3.7% |
| YTD | +10.9% | +13.2% | -2.3% | +8.3% |
| 1Y | +14.5% | +15.0% | -0.5% | +11.4% |
| 3Y | +33.4% | +49.6% | -16.2% | +19.5% |
| 5Y | +67.3% | +46.0% | +21.3% | +48.0% |
| All | +67.3% | +45.8% | +21.4% | +48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling