-7.8%
MP vs ED
+86.8%
-94.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.9% | -7.0% | -6.0% |
| 7D | -19.0% | +5.2% | -24.1% | -19.0% |
| 30D | -30.5% | +15.5% | -46.0% | -30.6% |
| 3M | -29.6% | +13.0% | -42.6% | -29.6% |
| 6M | -50.4% | +13.1% | -63.5% | -50.6% |
| YTD | -33.2% | +25.3% | -58.5% | -34.9% |
| 1Y | -38.6% | +30.5% | -69.1% | -40.8% |
| 3Y | +105.5% | +49.3% | +56.2% | +83.8% |
| 5Y | -7.8% | +84.6% | -92.4% | -1.2% |
| All | -7.8% | +86.8% | -94.6% | -1.2% |
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