-0.3%
MDT vs WAT
+33.2%
-33.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +10.5% | +9.0% | +1.6% | +8.4% |
| 3M | +13.0% | +13.5% | -0.5% | +9.8% |
| 6M | +38.7% | +35.3% | +3.4% | +29.4% |
| YTD | +8.5% | +24.0% | -15.5% | +2.5% |
| 1Y | +10.0% | +22.0% | -11.9% | +4.4% |
| 3Y | +58.6% | +84.0% | -25.4% | +31.3% |
| 5Y | -0.3% | +34.4% | -34.6% | -11.9% |
| All | -0.3% | +33.2% | -33.5% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling