+62.4%
EWY vs MDT
+20.2%
+42.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +6.1% | -8.0% | +0.4% |
| 7D | -8.3% | +10.7% | -19.1% | -4.6% |
| 30D | -20.5% | +19.3% | -39.9% | -15.0% |
| 3M | -11.1% | +22.8% | -33.9% | -4.1% |
| 6M | -7.0% | +36.4% | -43.4% | +1.5% |
| YTD | +56.5% | +12.1% | +44.4% | +87.1% |
| 1Y | +62.4% | +19.9% | +42.5% | +95.8% |
| All | +62.4% | +20.2% | +42.2% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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