+193.0%
MDT vs EW
+8,225.2%
-8,032.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.7% | +4.9% | -8.6% | -4.9% |
| 30D | +8.6% | +24.1% | -15.5% | +2.7% |
| 3M | +12.2% | +13.7% | -1.5% | +8.4% |
| 6M | +33.7% | +32.7% | +1.0% | +24.1% |
| YTD | +7.8% | +24.1% | -16.3% | +1.5% |
| 1Y | +8.9% | +23.6% | -14.7% | +2.6% |
| 3Y | +57.6% | +64.8% | -7.1% | +33.3% |
| 5Y | -0.7% | -8.8% | +8.1% | -3.5% |
| 10Y | +60.3% | +248.8% | -188.5% | +13.3% |
| All | +193.0% | +8,225.2% | -8,032.2% | +23.9% |
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