+303.5%
EWY vs MDY
+177.2%
+126.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.6% |
| 7D | -0.1% | -1.9% | +1.8% | +1.5% |
| 30D | +7.3% | -4.6% | +11.9% | +11.8% |
| 3M | -5.1% | -1.2% | -3.9% | -3.4% |
| 6M | +42.1% | +9.2% | +32.8% | +35.2% |
| YTD | +94.1% | +13.1% | +81.1% | +80.4% |
| 1Y | +147.8% | +13.0% | +134.8% | +130.3% |
| 3Y | +222.9% | +49.2% | +173.7% | +139.7% |
| 5Y | +150.6% | +47.2% | +103.4% | +85.9% |
| All | +303.5% | +177.2% | +126.3% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 10y: compounded portfolio wealth divided by compounded MDY 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…
10y analysis · Full analysis span regression · 6 months rolling