+58.6%
MDT vs EW
+59.8%
-1.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | +9.3% | -6.5% | +0.9% |
| 30D | +14.8% | +22.1% | -7.2% | +10.3% |
| 3M | +14.6% | +13.0% | +1.5% | +11.7% |
| 6M | +35.7% | +30.1% | +5.6% | +29.0% |
| YTD | +8.5% | +22.0% | -13.5% | +4.1% |
| 1Y | +13.3% | +23.7% | -10.4% | +8.4% |
| 3Y | +58.6% | +62.0% | -3.4% | +42.7% |
| All | +58.6% | +59.8% | -1.2% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling