+27.5%
MDT vs W
+44.2%
-16.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -1.9% |
| 7D | +0.4% | +6.5% | -6.1% | +0.1% |
| 30D | +6.0% | -6.2% | +12.2% | +6.3% |
| 3M | +15.5% | +48.9% | -33.3% | +12.6% |
| 6M | +3.4% | +31.2% | -27.8% | +1.2% |
| YTD | -2.2% | -0.4% | -1.7% | -3.0% |
| 1Y | +2.6% | +14.8% | -12.2% | +0.4% |
| 3Y | +27.5% | +40.5% | -13.0% | +18.0% |
| All | +27.5% | +44.2% | -16.6% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling