+19.9%
MDT vs EWZ
+7.8%
+12.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.0% |
| 7D | +10.7% | -4.1% | +14.8% | +11.1% |
| 30D | +19.3% | -25.0% | +44.3% | +21.7% |
| 3M | +22.8% | -10.6% | +33.4% | +22.8% |
| 6M | +36.4% | -16.6% | +53.0% | +38.4% |
| YTD | +12.1% | +2.5% | +9.6% | +8.2% |
| 1Y | +19.9% | +8.1% | +11.9% | +14.7% |
| All | +19.9% | +7.8% | +12.1% | +14.7% |
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