+38.0%
MDT vs ED
+109.0%
-71.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -1.6% | -1.9% | +0.3% | -0.9% |
| 30D | +1.0% | +0.1% | +0.9% | +1.0% |
| 3M | +15.2% | 0.0% | +15.2% | +15.2% |
| 6M | +3.7% | -2.5% | +6.2% | +4.5% |
| YTD | -3.0% | +10.1% | -13.1% | -6.7% |
| 1Y | +2.5% | +13.6% | -11.1% | -2.7% |
| 3Y | +26.5% | +32.4% | -6.0% | +11.9% |
| 5Y | -18.3% | +69.9% | -88.1% | -34.6% |
| All | +38.0% | +109.0% | -71.0% | +4.2% |
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