+242.5%
ET vs MDY
+46.3%
+196.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | +0.2% | -1.9% | +2.1% | +1.3% |
| 30D | +2.9% | -4.6% | +7.5% | +5.7% |
| 3M | +16.8% | -1.2% | +18.0% | +17.3% |
| 6M | +18.9% | +9.2% | +9.7% | +11.7% |
| YTD | +37.7% | +13.1% | +24.6% | +26.1% |
| 1Y | +32.4% | +13.0% | +19.4% | +21.0% |
| 3Y | +99.5% | +49.2% | +50.3% | +49.9% |
| All | +242.5% | +46.3% | +196.2% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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