+58.1%
MP vs ED
+67.1%
-8.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +13.8% | -0.1% | +14.0% | +13.8% |
| 3M | -16.7% | +3.9% | -20.6% | -17.2% |
| 6M | -11.5% | -3.0% | -8.5% | -11.4% |
| YTD | +7.9% | +10.7% | -2.7% | +5.7% |
| 1Y | -15.0% | +13.3% | -28.4% | -17.5% |
| 3Y | +153.5% | +34.5% | +119.0% | +129.5% |
| All | +58.1% | +67.1% | -8.9% | +67.7% |
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 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