-20.1%
MDT vs EW
-28.5%
+8.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.5% | +1.6% | -0.9% |
| 7D | +0.4% | -4.4% | +4.8% | +1.6% |
| 30D | +6.0% | -3.3% | +9.3% | +7.0% |
| 3M | +15.5% | +1.0% | +14.5% | +15.2% |
| 6M | +3.4% | +6.2% | -2.8% | +1.6% |
| YTD | -2.2% | +1.7% | -3.9% | -2.9% |
| 1Y | +2.6% | +8.1% | -5.5% | 0.0% |
| 3Y | +27.5% | +17.1% | +10.4% | +15.9% |
| 5Y | -20.1% | -29.4% | +9.3% | -15.3% |
| All | -20.1% | -28.5% | +8.4% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling