+1,244.2%
EWY vs MDT
+175.4%
+1,068.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.9% | +2.4% | +1.4% |
| 7D | +8.0% | +0.4% | +7.6% | +7.8% |
| 30D | +14.3% | +6.0% | +8.3% | +11.1% |
| 3M | +2.3% | +15.5% | -13.2% | -5.6% |
| 6M | +49.9% | +3.4% | +46.5% | +45.0% |
| YTD | +95.3% | -2.2% | +97.5% | +93.8% |
| 1Y | +161.7% | +2.6% | +159.1% | +152.8% |
| 3Y | +230.2% | +27.5% | +202.6% | +182.2% |
| 5Y | +148.1% | -20.1% | +168.2% | +161.5% |
| 10Y | +293.2% | +39.1% | +254.1% | +206.8% |
| All | +1,244.2% | +175.4% | +1,068.8% | +571.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling