+67.3%
ED vs MTB
+102.5%
-35.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +0.5% | +2.8% | -2.2% | +0.3% |
| 30D | +1.1% | -4.2% | +5.3% | +1.5% |
| 3M | +4.6% | +7.8% | -3.1% | +3.9% |
| 6M | -2.0% | +14.8% | -16.8% | -3.2% |
| YTD | +11.7% | +20.8% | -9.1% | +9.6% |
| 1Y | +15.7% | +23.1% | -7.4% | +13.4% |
| 3Y | +34.4% | +114.8% | -80.5% | +21.7% |
| 5Y | +67.3% | +103.3% | -36.0% | +54.8% |
| All | +67.3% | +102.5% | -35.1% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling