+121.7%
MDT vs W
+210.9%
-89.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +8.5% |
| 3M | +14.5% | +10.7% | +3.8% | +13.4% |
| 6M | +37.3% | +86.3% | -49.0% | +29.4% |
| YTD | +9.8% | +11.5% | -1.6% | +7.2% |
| 1Y | +10.5% | +5.1% | +5.4% | +8.2% |
| 3Y | +57.4% | +171.0% | -113.6% | +36.8% |
| 5Y | +1.2% | -56.6% | +57.8% | -4.1% |
| 10Y | +63.2% | +213.4% | -150.2% | +14.0% |
| All | +121.7% | +210.9% | -89.2% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling