-18.3%
MDT vs EWZ
+60.3%
-78.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | -1.6% | +1.1% | -2.7% | -1.8% |
| 30D | +1.0% | +13.5% | -12.4% | -1.3% |
| 3M | +15.2% | +15.2% | 0.0% | +12.0% |
| 6M | +3.7% | +3.7% | 0.0% | +2.7% |
| YTD | -3.0% | +22.5% | -25.5% | -7.0% |
| 1Y | +2.5% | +35.3% | -32.8% | -3.8% |
| 3Y | +26.5% | +50.2% | -23.7% | +15.5% |
| 5Y | -18.3% | +64.6% | -82.9% | -27.3% |
| All | -18.3% | +60.3% | -78.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling