+2.5%
MDT vs WCC
+62.7%
-60.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | +1.0% | -6.1% | +7.1% | +1.0% |
| 3M | +15.2% | +3.1% | +12.1% | +15.1% |
| 6M | +3.7% | +28.2% | -24.6% | +1.0% |
| YTD | -3.0% | +41.1% | -44.1% | -5.6% |
| 1Y | +2.5% | +61.3% | -58.8% | -0.5% |
| All | +2.5% | +62.7% | -60.2% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling