+171.0%
MDT vs EW
+6,974.1%
-6,803.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | +3.2% | -0.3% | +3.6% | +3.3% |
| 30D | +9.5% | +1.0% | +8.5% | +9.2% |
| 3M | +16.0% | +2.8% | +13.2% | +15.1% |
| 6M | +0.2% | +5.5% | -5.3% | -1.4% |
| YTD | -0.3% | +5.5% | -5.7% | -2.0% |
| 1Y | +4.7% | +11.0% | -6.3% | +1.4% |
| 3Y | +26.5% | +17.7% | +8.8% | +16.9% |
| 5Y | -18.2% | -25.7% | +7.6% | -16.2% |
| 10Y | +40.0% | +132.8% | -92.8% | +8.1% |
| All | +171.0% | +6,974.1% | -6,803.1% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling