+7,983.2%
MDT vs ED
+2,217.3%
+5,765.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.6% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | +9.5% | -0.1% | +9.7% | +9.5% |
| 3M | +16.0% | +3.9% | +12.0% | +14.3% |
| 6M | +0.2% | -3.0% | +3.2% | +1.2% |
| YTD | -0.3% | +10.7% | -11.0% | -4.0% |
| 1Y | +4.7% | +13.3% | -8.6% | -0.2% |
| 3Y | +26.5% | +34.5% | -8.0% | +12.4% |
| 5Y | -18.2% | +67.1% | -85.3% | -33.2% |
| 10Y | +40.0% | +103.0% | -63.0% | +4.0% |
| All | +7,983.2% | +2,217.3% | +5,765.9% | +2,390.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling