-18.2%
MDT vs EWT
+149.5%
-167.7%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.0% |
| 7D | -3.4% | -1.1% | -2.3% | -3.2% |
| 30D | +0.2% | +4.5% | -4.2% | -0.5% |
| 3M | +14.3% | +8.3% | +6.0% | +12.3% |
| 6M | +4.0% | +54.2% | -50.2% | -6.4% |
| YTD | -3.7% | +74.6% | -78.3% | -16.1% |
| 1Y | -0.4% | +84.9% | -85.3% | -14.7% |
| 3Y | +23.3% | +197.5% | -174.2% | -12.5% |
| All | -18.2% | +149.5% | -167.7% | -38.0% |
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