+67.0%
MDT vs W
+211.1%
-144.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.4% |
| 7D | -3.7% | -1.7% | -2.0% | -3.5% |
| 30D | +8.6% | +3.2% | +5.3% | +8.2% |
| 3M | +12.2% | +8.3% | +3.9% | +11.3% |
| 6M | +33.7% | +84.3% | -50.6% | +25.9% |
| YTD | +7.8% | +11.0% | -3.2% | +5.2% |
| 1Y | +8.9% | -0.2% | +9.1% | +7.0% |
| 3Y | +57.6% | +157.9% | -100.3% | +36.6% |
| 5Y | -0.7% | -56.8% | +56.1% | -5.5% |
| All | +67.0% | +211.1% | -144.1% | +17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 W 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