+37.0%
MDT vs EWZ
+94.8%
-57.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.2% | -0.5% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | +0.2% | +12.8% | -12.6% | -2.8% |
| 3M | +14.3% | +10.8% | +3.5% | +11.1% |
| 6M | +4.0% | +2.5% | +1.5% | +2.9% |
| YTD | -3.7% | +21.4% | -25.0% | -8.8% |
| 1Y | -0.4% | +32.8% | -33.1% | -8.0% |
| 3Y | +23.3% | +45.2% | -21.9% | +10.1% |
| 5Y | -18.9% | +63.0% | -81.9% | -31.4% |
| All | +37.0% | +94.8% | -57.8% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling