+1,250.3%
EWY vs MDY
+947.9%
+302.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +1.5% |
| 7D | +6.7% | -0.8% | +7.4% | +7.5% |
| 30D | +17.0% | -3.9% | +20.8% | +21.8% |
| 3M | +3.7% | 0.0% | +3.7% | +4.8% |
| 6M | +42.5% | +8.5% | +33.9% | +34.6% |
| YTD | +96.2% | +13.2% | +83.0% | +78.5% |
| 1Y | +160.4% | +15.0% | +145.3% | +132.8% |
| 3Y | +231.7% | +49.6% | +182.1% | +124.8% |
| 5Y | +153.3% | +46.0% | +107.3% | +71.7% |
| 10Y | +308.8% | +176.4% | +132.5% | +34.8% |
| All | +1,250.3% | +947.9% | +302.4% | +12.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling