+257.4%
MDT vs EWT
+502.5%
-245.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.8% |
| 7D | +1.0% | +9.1% | -8.1% | -1.3% |
| 30D | +9.2% | -12.2% | +21.4% | +12.2% |
| 3M | +14.5% | -9.4% | +23.9% | +16.5% |
| 6M | +37.3% | +2.7% | +34.6% | +33.7% |
| YTD | +9.8% | +53.3% | -43.5% | -4.8% |
| 1Y | +10.5% | +59.2% | -48.6% | -5.2% |
| 3Y | +57.4% | +157.1% | -99.7% | +16.0% |
| 5Y | +1.2% | +119.6% | -118.5% | -22.5% |
| 10Y | +63.2% | +446.9% | -383.7% | -2.4% |
| All | +257.4% | +502.5% | -245.1% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling