+38.0%
MDT vs WCC
+518.6%
-480.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.9% |
| 30D | +1.0% | -6.1% | +7.1% | +2.0% |
| 3M | +15.2% | +3.1% | +12.1% | +13.7% |
| 6M | +3.7% | +28.2% | -24.6% | -2.4% |
| YTD | -3.0% | +41.1% | -44.1% | -10.7% |
| 1Y | +2.5% | +61.3% | -58.8% | -8.5% |
| 3Y | +26.5% | +123.6% | -97.2% | +0.9% |
| 5Y | -18.3% | +214.8% | -233.1% | -42.5% |
| All | +38.0% | +518.6% | -480.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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