+38.0%
MDT vs W
+155.6%
-117.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | -0.1% |
| 7D | -1.6% | +0.5% | -2.1% | -1.6% |
| 30D | +1.0% | -5.6% | +6.6% | +1.5% |
| 3M | +15.2% | +41.9% | -26.7% | +11.1% |
| 6M | +3.7% | +30.2% | -26.5% | +0.3% |
| YTD | -3.0% | -2.9% | 0.0% | -4.2% |
| 1Y | +2.5% | +11.6% | -9.1% | -0.6% |
| 3Y | +26.5% | +37.0% | -10.5% | +15.7% |
| 5Y | -18.3% | -62.8% | +44.6% | -21.4% |
| All | +38.0% | +155.6% | -117.6% | -3.5% |
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