+201.1%
MDT vs EWZ
+446.7%
-245.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.3% |
| 7D | +0.4% | +5.6% | -5.2% | -0.8% |
| 30D | +6.0% | +9.3% | -3.3% | +3.9% |
| 3M | +15.5% | +15.7% | -0.2% | +11.7% |
| 6M | +3.4% | +7.4% | -4.0% | +1.4% |
| YTD | -2.2% | +22.7% | -24.8% | -7.0% |
| 1Y | +2.6% | +36.4% | -33.8% | -4.8% |
| 3Y | +27.5% | +50.4% | -22.9% | +14.7% |
| 5Y | -20.1% | +67.6% | -87.7% | -31.1% |
| 10Y | +39.1% | +84.1% | -45.0% | +10.6% |
| All | +201.1% | +446.7% | -245.6% | +85.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling