+212.9%
EWY vs MDB
+1,017.4%
-804.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +5.2% |
| 7D | +4.8% | -17.4% | +22.2% | +7.3% |
| 30D | +11.7% | -2.0% | +13.7% | +11.5% |
| 3M | -7.4% | -3.0% | -4.4% | -7.6% |
| 6M | +40.6% | +48.7% | -8.1% | +31.2% |
| YTD | +94.3% | -12.1% | +106.4% | +93.5% |
| 1Y | +164.3% | +14.5% | +149.8% | +153.2% |
| 3Y | +221.0% | -6.1% | +227.1% | +200.7% |
| 5Y | +139.1% | -27.3% | +166.5% | +115.1% |
| All | +212.9% | +1,017.4% | -804.5% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling