+57.4%
MDT vs EWT
+157.5%
-100.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | +9.1% | -8.1% | +0.9% |
| 30D | +9.2% | -12.2% | +21.4% | +9.5% |
| 3M | +14.5% | -9.4% | +23.9% | +14.6% |
| 6M | +37.3% | +2.7% | +34.6% | +35.7% |
| YTD | +9.8% | +53.3% | -43.5% | +2.7% |
| 1Y | +10.5% | +59.2% | -48.6% | +2.9% |
| 3Y | +57.4% | +157.1% | -99.7% | +25.7% |
| All | +57.4% | +157.5% | -100.1% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling