+267.3%
MP vs ED
+108.6%
+158.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | +2.3% | -0.9% | +3.2% | +2.2% |
| 30D | -15.3% | +11.2% | -26.5% | -15.0% |
| 3M | -33.5% | +11.8% | -45.3% | -33.2% |
| 6M | -45.5% | +14.1% | -59.6% | -45.4% |
| YTD | -27.3% | +23.0% | -50.3% | -27.9% |
| 1Y | -40.7% | +23.7% | -64.4% | -41.3% |
| 3Y | +145.9% | +47.7% | +98.1% | +133.3% |
| 5Y | -13.9% | +82.6% | -96.5% | -13.4% |
| All | +267.3% | +108.6% | +158.7% | +266.6% |
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