+1,458.7%
ET vs MDY
+531.6%
+927.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | +7.5% | -1.5% | +9.0% | +8.6% |
| 3M | +11.4% | +0.8% | +10.7% | +10.3% |
| 6M | +18.5% | +7.4% | +11.1% | +10.7% |
| YTD | +37.4% | +15.2% | +22.2% | +21.1% |
| 1Y | +30.9% | +16.5% | +14.4% | +13.8% |
| 3Y | +98.7% | +46.8% | +51.9% | +41.2% |
| 5Y | +230.7% | +46.0% | +184.7% | +132.1% |
| 10Y | +175.6% | +172.1% | +3.5% | +21.2% |
| All | +1,458.7% | +531.6% | +927.1% | +269.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling