+2.7%
MDT vs WAB
+214.2%
-211.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | +5.1% | -4.0% | -0.2% |
| 30D | +9.2% | +4.0% | +5.2% | +8.0% |
| 3M | +14.5% | +0.1% | +14.4% | +14.2% |
| 6M | +37.3% | +12.8% | +24.5% | +32.3% |
| YTD | +9.8% | +40.1% | -30.3% | -0.4% |
| 1Y | +10.5% | +46.4% | -35.8% | -1.0% |
| 3Y | +57.4% | +167.4% | -109.9% | +14.1% |
| All | +2.7% | +214.2% | -211.5% | -30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling