+164.5%
EWT vs MDB
-10.2%
+174.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.6% |
| 7D | +3.2% | +3.0% | +0.2% | +2.9% |
| 30D | -12.3% | -11.3% | -1.0% | -11.0% |
| 3M | -3.6% | -23.0% | +19.4% | -1.2% |
| 6M | +3.1% | +14.8% | -11.6% | -0.2% |
| YTD | +57.7% | -19.4% | +77.1% | +58.2% |
| 1Y | +60.3% | -9.0% | +69.2% | +57.8% |
| All | +164.5% | -10.2% | +174.7% | +146.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling