+110.7%
ED vs MTB
+172.8%
-62.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -0.2% | +1.1% | -1.2% | -0.3% |
| 30D | +1.9% | -4.6% | +6.6% | +2.6% |
| 3M | +1.9% | +6.3% | -4.4% | +0.9% |
| 6M | -2.3% | +15.6% | -17.9% | -4.4% |
| YTD | +10.9% | +20.6% | -9.7% | +7.5% |
| 1Y | +14.5% | +22.5% | -8.0% | +10.6% |
| 3Y | +33.4% | +114.4% | -81.0% | +15.7% |
| 5Y | +67.3% | +101.9% | -34.6% | +43.6% |
| 10Y | +110.7% | +170.4% | -59.7% | +77.9% |
| All | +110.7% | +172.8% | -62.2% | +77.9% |
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