+164.3%
EWY vs MDB
+18.3%
+145.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.2% |
| 7D | +4.8% | -17.4% | +22.2% | +7.7% |
| 30D | +11.7% | -2.0% | +13.7% | +11.2% |
| 3M | -7.4% | -3.0% | -4.4% | -7.2% |
| 6M | +40.6% | +48.7% | -8.1% | +28.1% |
| YTD | +94.3% | -12.1% | +106.4% | +92.6% |
| 1Y | +164.3% | +14.5% | +149.8% | +149.5% |
| All | +164.3% | +18.3% | +145.9% | +149.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling