-0.4%
MDT vs EWT
+85.6%
-85.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -0.6% |
| 7D | -3.4% | -1.1% | -2.3% | -3.5% |
| 30D | +0.2% | +4.5% | -4.2% | +0.5% |
| 3M | +14.3% | +8.3% | +6.0% | +14.9% |
| 6M | +4.0% | +54.2% | -50.2% | +0.1% |
| YTD | -3.7% | +74.6% | -78.3% | -7.6% |
| 1Y | -0.4% | +84.9% | -85.3% | -5.4% |
| All | -0.4% | +85.6% | -85.9% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 1y: compounded portfolio wealth divided by compounded EWT 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…
1y analysis · Full analysis span regression · 6 months rolling