-18.3%
MDT vs GWW
+219.8%
-238.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | -1.6% | -3.1% | +1.6% | -0.8% |
| 30D | +1.0% | -2.3% | +3.4% | +1.6% |
| 3M | +15.2% | -3.3% | +18.5% | +16.0% |
| 6M | +3.7% | +15.4% | -11.7% | 0.0% |
| YTD | -3.0% | +26.7% | -29.7% | -8.8% |
| 1Y | +2.5% | +29.0% | -26.5% | -4.2% |
| 3Y | +26.5% | +89.0% | -62.5% | +6.0% |
| 5Y | -18.3% | +221.8% | -240.1% | -41.5% |
| All | -18.3% | +219.8% | -238.0% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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