+157.0%
EWY vs MDB
-11.2%
+168.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.5% |
| 7D | +4.2% | +6.8% | -2.6% | +3.2% |
| 30D | -10.7% | -6.2% | -4.5% | -9.8% |
| 3M | -20.1% | -29.2% | +9.2% | -16.8% |
| 6M | -24.3% | +10.3% | -34.6% | -26.3% |
| YTD | +46.9% | -20.4% | +67.2% | +47.5% |
| 1Y | +55.2% | -4.8% | +60.0% | +52.0% |
| 3Y | +157.0% | -11.6% | +168.5% | +140.6% |
| All | +157.0% | -11.2% | +168.2% | +140.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling