+10.5%
MDT vs ED
+24.8%
-14.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.3% |
| 7D | +1.0% | +2.1% | -1.0% | +0.2% |
| 30D | +9.2% | +10.4% | -1.2% | +5.5% |
| 3M | +14.5% | +12.5% | +1.9% | +10.0% |
| 6M | +37.3% | +14.9% | +22.4% | +31.7% |
| YTD | +9.8% | +24.8% | -15.0% | +6.4% |
| 1Y | +10.5% | +23.8% | -13.3% | +7.2% |
| All | +10.5% | +24.8% | -14.2% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling