+513.6%
EWT vs MDY
+177.2%
+336.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.3% |
| 7D | -1.1% | -1.9% | +0.7% | +0.1% |
| 30D | +4.5% | -4.6% | +9.1% | +7.9% |
| 3M | +8.3% | -1.2% | +9.5% | +9.5% |
| 6M | +54.2% | +9.2% | +45.0% | +46.6% |
| YTD | +74.6% | +13.1% | +61.5% | +62.4% |
| 1Y | +84.9% | +13.0% | +71.9% | +72.1% |
| 3Y | +197.5% | +49.2% | +148.3% | +131.7% |
| 5Y | +150.6% | +47.2% | +103.3% | +94.8% |
| All | +513.6% | +177.2% | +336.4% | +221.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling