+2.7%
MDT vs EWT
+118.2%
-115.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | +9.1% | -8.1% | 0.0% |
| 30D | +9.2% | -12.2% | +21.4% | +10.8% |
| 3M | +14.5% | -9.4% | +23.9% | +15.5% |
| 6M | +37.3% | +2.7% | +34.6% | +34.4% |
| YTD | +9.8% | +53.3% | -43.5% | -2.6% |
| 1Y | +10.5% | +59.2% | -48.6% | -2.9% |
| 3Y | +57.4% | +157.1% | -99.7% | +15.1% |
| All | +2.7% | +118.2% | -115.6% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling