-19.5%
MDT vs ED
+66.4%
-85.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | +2.8% | +1.9% | +0.8% | +2.0% |
| 3M | +13.1% | +1.9% | +11.2% | +12.3% |
| 6M | +2.3% | -2.3% | +4.6% | +3.0% |
| YTD | -2.7% | +10.9% | -13.6% | -6.5% |
| 1Y | +0.9% | +14.5% | -13.7% | -4.4% |
| 3Y | +26.8% | +33.4% | -6.6% | +11.6% |
| 5Y | -19.5% | +67.3% | -86.7% | -33.0% |
| All | -19.5% | +66.4% | -85.8% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling