+212.7%
EWY vs MDB
+997.6%
-784.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.1% | +6.4% | +3.7% |
| 7D | -0.1% | -1.8% | +1.7% | +0.1% |
| 30D | +7.3% | -17.3% | +24.6% | +9.6% |
| 3M | -5.1% | +2.2% | -7.3% | -6.3% |
| 6M | +42.1% | +33.9% | +8.2% | +34.5% |
| YTD | +94.1% | -13.7% | +107.8% | +93.6% |
| 1Y | +147.8% | +9.1% | +138.8% | +138.8% |
| 3Y | +222.9% | -8.1% | +231.1% | +203.2% |
| 5Y | +150.6% | -25.9% | +176.5% | +124.8% |
| All | +212.7% | +997.6% | -784.9% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling