+226.4%
EWY vs MDT
+26.2%
+200.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +6.7% | -0.3% | +7.0% | +6.7% |
| 30D | +17.0% | +2.8% | +14.2% | +16.7% |
| 3M | +3.7% | +13.1% | -9.4% | +2.0% |
| 6M | +42.5% | +2.3% | +40.2% | +45.2% |
| YTD | +96.2% | -2.7% | +98.9% | +102.6% |
| 1Y | +160.4% | +0.9% | +159.5% | +165.7% |
| All | +226.4% | +26.2% | +200.2% | +209.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling