+2,463.3%
ED vs MTB
+7,606.3%
-5,143.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.9% | -2.0% | +1.1% | -0.6% |
| 30D | +11.2% | +0.1% | +11.0% | +11.2% |
| 3M | +11.8% | -12.1% | +23.9% | +14.0% |
| 6M | +14.1% | +7.3% | +6.8% | +12.7% |
| YTD | +23.0% | +11.5% | +11.4% | +20.5% |
| 1Y | +23.7% | +21.3% | +2.4% | +19.5% |
| 3Y | +47.7% | +104.1% | -56.4% | +29.7% |
| 5Y | +82.6% | +61.8% | +20.8% | +63.5% |
| 10Y | +141.8% | +115.4% | +26.4% | +96.9% |
| All | +2,463.3% | +7,606.3% | -5,143.0% | +1,279.8% |
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 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