+573.9%
EWT vs MDY
+904.3%
-330.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.8% |
| 7D | -1.1% | -2.5% | +1.4% | +1.0% |
| 30D | +4.8% | -5.0% | +9.8% | +9.3% |
| 3M | +11.1% | +0.5% | +10.7% | +11.1% |
| 6M | +54.6% | +8.0% | +46.6% | +46.5% |
| YTD | +71.4% | +12.2% | +59.3% | +57.7% |
| 1Y | +82.1% | +14.0% | +68.1% | +65.3% |
| 3Y | +193.2% | +48.2% | +145.1% | +113.7% |
| 5Y | +146.1% | +46.1% | +100.0% | +77.9% |
| 10Y | +505.0% | +173.8% | +331.3% | +141.6% |
| All | +573.9% | +904.3% | -330.4% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling