+7,830.4%
MDT vs GWW
+14,103.4%
-6,273.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -1.1% |
| 7D | +0.4% | -1.5% | +1.9% | +0.8% |
| 30D | +6.0% | +1.1% | +4.9% | +5.7% |
| 3M | +15.5% | -1.0% | +16.5% | +15.7% |
| 6M | +3.4% | +16.3% | -12.9% | -1.1% |
| YTD | -2.2% | +28.5% | -30.7% | -9.3% |
| 1Y | +2.6% | +30.3% | -27.7% | -5.5% |
| 3Y | +27.5% | +91.6% | -64.1% | +4.0% |
| 5Y | -20.1% | +224.0% | -244.0% | -44.8% |
| 10Y | +39.1% | +551.3% | -512.3% | -24.4% |
| All | +7,830.4% | +14,103.4% | -6,273.0% | +1,571.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling