+98.5%
EWY vs MDT
+0.7%
+97.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.1% |
| 7D | +4.2% | +1.0% | +3.2% | +4.0% |
| 30D | -10.7% | +9.2% | -19.8% | -12.1% |
| 3M | -20.1% | +14.5% | -34.6% | -22.2% |
| 6M | -24.3% | +37.3% | -61.6% | -30.5% |
| YTD | +46.9% | +9.8% | +37.0% | +45.7% |
| 1Y | +55.2% | +10.5% | +44.7% | +53.4% |
| 3Y | +157.0% | +57.4% | +99.5% | +120.0% |
| All | +98.5% | +0.7% | +97.8% | +96.8% |
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 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