+24.2%
MDT vs WAB
+164.6%
-140.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +1.0% | -5.9% | +6.9% | +2.0% |
| 3M | +15.2% | +9.4% | +5.8% | +13.1% |
| 6M | +3.7% | +13.8% | -10.2% | +0.9% |
| YTD | -3.0% | +31.8% | -34.7% | -8.0% |
| 1Y | +2.5% | +48.5% | -46.1% | -5.1% |
| All | +24.2% | +164.6% | -140.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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