+38.0%
MDT vs WAT
+166.5%
-128.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.7% |
| 30D | +1.0% | -3.2% | +4.3% | +2.0% |
| 3M | +15.2% | +10.6% | +4.6% | +11.4% |
| 6M | +3.7% | +34.0% | -30.4% | -6.4% |
| YTD | -3.0% | +5.7% | -8.7% | -6.1% |
| 1Y | +2.5% | +37.1% | -34.6% | -9.2% |
| 3Y | +26.5% | +52.4% | -25.9% | +2.7% |
| 5Y | -18.3% | -4.4% | -13.9% | -22.2% |
| All | +38.0% | +166.5% | -128.5% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling