+4.7%
MDT vs EWZ
+36.3%
-31.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.2% |
| 7D | +3.2% | +6.5% | -3.3% | +2.5% |
| 30D | +9.5% | +4.8% | +4.7% | +8.9% |
| 3M | +16.0% | +9.9% | +6.1% | +14.3% |
| 6M | +0.2% | +1.9% | -1.7% | +0.1% |
| YTD | -0.3% | +20.3% | -20.6% | -3.7% |
| 1Y | +4.7% | +35.6% | -30.9% | 0.0% |
| All | +4.7% | +36.3% | -31.6% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling