+10.5%
MDT vs W
+0.7%
+9.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +0.2% | +0.9% | +1.0% |
| 30D | +9.2% | +6.8% | +2.3% | +8.8% |
| 3M | +14.5% | +10.7% | +3.8% | +14.0% |
| 6M | +37.3% | +86.3% | -49.0% | +34.2% |
| YTD | +9.8% | +11.5% | -1.6% | +7.8% |
| 1Y | +10.5% | +5.1% | +5.4% | +8.7% |
| All | +10.5% | +0.7% | +9.8% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling