+127.4%
EWT vs MDB
-39.7%
+167.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.1% |
| 6M | +3.1% | +14.8% | -11.6% | -0.3% |
| YTD | +57.7% | -19.4% | +77.1% | +58.0% |
| 1Y | +60.3% | -9.0% | +69.2% | +57.6% |
| 3Y | +163.4% | -10.3% | +173.7% | +147.4% |
| 5Y | +127.4% | -38.4% | +165.8% | +104.0% |
| All | +127.4% | -39.7% | +167.2% | +104.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling