+2,446.1%
ED vs MTB
+7,695.2%
-5,249.1%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | -0.1% | -0.8% | +0.7% | 0.0% |
| 30D | +11.6% | +2.4% | +9.2% | +11.2% |
| 3M | +10.5% | -10.5% | +21.0% | +12.4% |
| 6M | +13.2% | +6.4% | +6.8% | +12.0% |
| YTD | +22.1% | +12.8% | +9.3% | +19.5% |
| 1Y | +24.2% | +23.3% | +0.9% | +19.7% |
| 3Y | +46.9% | +108.2% | -61.3% | +28.5% |
| 5Y | +80.8% | +68.6% | +12.2% | +60.8% |
| 10Y | +134.3% | +125.3% | +9.0% | +89.4% |
| All | +2,446.1% | +7,695.2% | -5,249.1% | +1,268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling