+200.3%
EWT vs MDB
-5.6%
+205.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | +1.6% | -18.0% | +19.7% | +4.0% |
| 30D | +8.2% | -10.7% | +18.9% | +9.3% |
| 3M | +11.1% | +1.0% | +10.1% | +10.2% |
| 6M | +60.4% | +31.6% | +28.8% | +52.7% |
| YTD | +75.6% | -15.2% | +90.7% | +75.7% |
| 1Y | +91.3% | +10.1% | +81.2% | +84.4% |
| 3Y | +200.3% | -5.6% | +205.9% | +180.2% |
| All | +200.3% | -5.6% | +205.9% | +180.2% |
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