+384.8%
EWT vs MDB
+1,017.4%
-632.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.1% | +5.9% | +2.4% |
| 7D | +4.0% | -17.4% | +21.4% | +6.2% |
| 30D | +10.3% | -2.0% | +12.3% | +10.2% |
| 3M | +6.1% | -3.0% | +9.1% | +5.8% |
| 6M | +56.6% | +48.7% | +8.0% | +47.0% |
| YTD | +76.6% | -12.1% | +88.7% | +75.8% |
| 1Y | +97.9% | +14.5% | +83.4% | +89.9% |
| 3Y | +198.0% | -6.1% | +204.1% | +180.0% |
| 5Y | +151.8% | -27.3% | +179.1% | +128.0% |
| All | +384.8% | +1,017.4% | -632.6% | +206.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling