+383.0%
EWT vs MDB
+986.0%
-603.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +2.1% | -4.5% | +6.7% | +2.7% |
| 30D | +9.4% | -14.0% | +23.4% | +11.1% |
| 3M | +10.9% | +5.3% | +5.6% | +9.4% |
| 6M | +57.9% | +31.9% | +26.1% | +50.5% |
| YTD | +75.9% | -14.6% | +90.5% | +75.7% |
| 1Y | +89.7% | +8.2% | +81.5% | +83.3% |
| 3Y | +200.9% | -5.0% | +205.9% | +182.3% |
| 5Y | +154.5% | -24.5% | +179.0% | +129.5% |
| All | +383.0% | +986.0% | -603.0% | +205.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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