+146.4%
ED vs MTB
+115.1%
+31.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.3% |
| 7D | +2.1% | +1.5% | +0.5% | +1.8% |
| 30D | +10.4% | +2.3% | +8.1% | +10.0% |
| 3M | +12.5% | -12.1% | +24.7% | +14.7% |
| 6M | +14.9% | +9.8% | +5.1% | +13.2% |
| YTD | +24.8% | +12.0% | +12.8% | +22.3% |
| 1Y | +23.8% | +22.0% | +1.8% | +19.6% |
| 3Y | +51.6% | +107.6% | -56.0% | +31.7% |
| 5Y | +86.4% | +61.9% | +24.6% | +66.1% |
| All | +146.4% | +115.1% | +31.3% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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