+119.0%
MDT vs W
+212.6%
-93.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.7% | +2.6% | -0.9% |
| 7D | +2.7% | +1.1% | +1.7% | +2.6% |
| 30D | +14.8% | +6.4% | +8.4% | +14.2% |
| 3M | +14.6% | +9.0% | +5.6% | +13.6% |
| 6M | +35.7% | +69.8% | -34.1% | +28.9% |
| YTD | +8.5% | +12.1% | -3.6% | +5.8% |
| 1Y | +13.3% | 0.0% | +13.3% | +11.4% |
| 3Y | +58.6% | +160.3% | -101.8% | +38.2% |
| 5Y | -2.6% | -53.3% | +50.7% | -8.3% |
| 10Y | +60.0% | +217.0% | -157.0% | +11.6% |
| All | +119.0% | +212.6% | -93.6% | +49.9% |
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