+303.5%
EWY vs MDT
+39.8%
+263.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.5% |
| 7D | -0.1% | -3.4% | +3.3% | +1.3% |
| 30D | +7.3% | +0.2% | +7.1% | +7.0% |
| 3M | -5.1% | +14.3% | -19.4% | -11.5% |
| 6M | +42.1% | +4.0% | +38.1% | +38.0% |
| YTD | +94.1% | -3.7% | +97.8% | +95.2% |
| 1Y | +147.8% | -0.4% | +148.2% | +144.3% |
| 3Y | +222.9% | +23.3% | +199.6% | +181.7% |
| 5Y | +150.6% | -18.9% | +169.5% | +167.5% |
| All | +303.5% | +39.8% | +263.6% | +241.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling