-19.5%
MDT vs WAB
+224.0%
-243.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -0.3% | +0.2% | -0.6% | -0.4% |
| 30D | +2.8% | -4.6% | +7.3% | +3.9% |
| 3M | +13.1% | +5.6% | +7.5% | +11.0% |
| 6M | +2.3% | +13.8% | -11.5% | -1.8% |
| YTD | -2.7% | +31.9% | -34.5% | -10.4% |
| 1Y | +0.9% | +48.3% | -47.4% | -10.3% |
| 3Y | +26.8% | +167.1% | -140.3% | -9.1% |
| 5Y | -19.5% | +222.9% | -242.3% | -47.6% |
| All | -19.5% | +224.0% | -243.4% | -47.6% |
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 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