+67.0%
MDT vs ED
+143.7%
-76.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | -3.7% | -1.7% | -2.0% | -3.0% |
| 30D | +8.6% | +10.7% | -2.1% | +4.6% |
| 3M | +12.2% | +11.6% | +0.5% | +7.7% |
| 6M | +33.7% | +13.5% | +20.2% | +27.5% |
| YTD | +7.8% | +23.1% | -15.3% | -0.5% |
| 1Y | +8.9% | +23.1% | -14.2% | +0.4% |
| 3Y | +57.6% | +47.9% | +9.7% | +34.1% |
| 5Y | -0.7% | +83.9% | -84.6% | -22.7% |
| All | +67.0% | +143.7% | -76.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling