+82.1%
EWT vs MDB
+11.9%
+70.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.3% | -6.9% | -3.0% |
| 7D | -1.1% | -2.8% | +1.7% | -0.8% |
| 30D | +4.8% | -14.9% | +19.7% | +6.3% |
| 3M | +11.1% | +7.3% | +3.8% | +9.7% |
| 6M | +54.6% | +38.2% | +16.4% | +46.7% |
| YTD | +71.4% | -10.9% | +82.4% | +71.7% |
| 1Y | +82.1% | +11.6% | +70.5% | +75.4% |
| All | +82.1% | +11.9% | +70.2% | +75.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling