+224.5%
MDT vs EWT
+594.1%
-369.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.7% | +0.7% |
| 7D | +3.2% | +4.0% | -0.7% | +2.2% |
| 30D | +9.5% | +10.3% | -0.8% | +6.6% |
| 3M | +16.0% | +6.1% | +9.9% | +13.2% |
| 6M | +0.2% | +56.6% | -56.4% | -12.6% |
| YTD | -0.3% | +76.6% | -76.9% | -16.0% |
| 1Y | +4.7% | +97.9% | -93.1% | -14.7% |
| 3Y | +26.5% | +198.0% | -171.4% | -9.6% |
| 5Y | -18.2% | +151.8% | -169.9% | -39.1% |
| 10Y | +40.0% | +514.1% | -474.1% | -18.2% |
| All | +224.5% | +594.1% | -369.5% | +45.4% |
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 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