+2,207.4%
ED vs MTB
+8,294.1%
-6,086.7%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | -0.1% | -4.2% | +4.0% | +0.5% |
| 3M | +3.9% | +8.9% | -4.9% | +2.5% |
| 6M | -3.0% | +10.9% | -13.9% | -4.7% |
| YTD | +10.7% | +21.5% | -10.8% | +7.1% |
| 1Y | +13.3% | +21.9% | -8.6% | +9.4% |
| 3Y | +34.5% | +109.2% | -74.8% | +17.5% |
| 5Y | +67.1% | +102.0% | -34.8% | +44.2% |
| 10Y | +103.0% | +171.9% | -68.9% | +59.3% |
| All | +2,207.4% | +8,294.1% | -6,086.7% | +1,126.2% |
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