-2.6%
MDT vs EW
-13.2%
+10.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +2.7% | +9.3% | -6.5% | +0.3% |
| 30D | +14.8% | +22.1% | -7.2% | +8.7% |
| 3M | +14.6% | +13.0% | +1.5% | +10.7% |
| 6M | +35.7% | +30.1% | +5.6% | +26.2% |
| YTD | +8.5% | +22.0% | -13.5% | +2.3% |
| 1Y | +13.3% | +23.7% | -10.4% | +6.4% |
| 3Y | +58.6% | +62.0% | -3.4% | +30.4% |
| 5Y | -2.6% | -12.4% | +9.8% | -2.4% |
| All | -2.6% | -13.2% | +10.6% | -2.4% |
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