+910.6%
EWY vs MDT
+209.1%
+701.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.6% | -2.6% |
| 7D | +4.2% | +1.0% | +3.2% | +3.7% |
| 30D | -10.7% | +9.2% | -19.8% | -14.6% |
| 3M | -20.1% | +14.5% | -34.6% | -25.6% |
| 6M | -24.3% | +37.3% | -61.6% | -36.3% |
| YTD | +46.9% | +9.8% | +37.0% | +37.1% |
| 1Y | +55.2% | +10.5% | +44.7% | +44.1% |
| 3Y | +157.0% | +57.4% | +99.5% | +97.4% |
| 5Y | +98.9% | +1.2% | +97.7% | +86.0% |
| 10Y | +226.3% | +63.2% | +163.0% | +134.2% |
| All | +910.6% | +209.1% | +701.5% | +374.7% |
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 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