+148.7%
EWY vs MDT
-19.5%
+168.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +4.0% | +3.4% |
| 7D | -0.1% | -3.4% | +3.3% | +0.7% |
| 30D | +7.3% | +0.2% | +7.1% | +7.1% |
| 3M | -5.1% | +14.3% | -19.4% | -9.0% |
| 6M | +42.1% | +4.0% | +38.1% | +40.9% |
| YTD | +94.1% | -3.7% | +97.8% | +97.3% |
| 1Y | +147.8% | -0.4% | +148.2% | +148.4% |
| 3Y | +222.9% | +23.3% | +199.6% | +195.6% |
| All | +148.7% | -19.5% | +168.2% | +162.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling