+3,565.2%
MOD vs ED
+2,217.3%
+1,348.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.7% |
| 7D | +9.6% | -0.2% | +9.8% | +9.6% |
| 30D | 0.0% | -0.1% | +0.2% | 0.0% |
| 3M | -35.4% | +3.9% | -39.3% | -36.6% |
| 6M | -7.3% | -3.0% | -4.2% | -7.2% |
| YTD | +45.8% | +10.7% | +35.1% | +39.1% |
| 1Y | +43.1% | +13.3% | +29.8% | +34.7% |
| 3Y | +297.7% | +34.5% | +263.2% | +236.7% |
| 5Y | +1,478.8% | +67.1% | +1,411.6% | +1,103.7% |
| 10Y | +1,633.4% | +103.0% | +1,530.3% | +1,012.1% |
| All | +3,565.2% | +2,217.3% | +1,348.0% | +899.7% |
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