-19.5%
MDT vs WAT
-4.9%
-14.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | -0.3% | -1.8% | +1.5% | +0.1% |
| 30D | +2.8% | -1.7% | +4.5% | +3.1% |
| 3M | +13.1% | +9.1% | +4.0% | +10.8% |
| 6M | +2.3% | +32.4% | -30.1% | -4.5% |
| YTD | -2.7% | +6.6% | -9.3% | -4.9% |
| 1Y | +0.9% | +34.7% | -33.8% | -7.0% |
| 3Y | +26.8% | +53.6% | -26.8% | +9.4% |
| 5Y | -19.5% | -4.1% | -15.4% | -20.6% |
| All | -19.5% | -4.9% | -14.6% | -20.6% |
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