+54.6%
MDT vs WCC
+138.4%
-83.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.7% | +14.2% | -17.9% | -4.2% |
| 30D | +8.6% | -9.8% | +18.4% | +9.0% |
| 3M | +12.2% | -10.1% | +22.3% | +12.5% |
| 6M | +33.7% | -9.4% | +43.1% | +33.9% |
| YTD | +7.8% | +34.4% | -26.6% | +3.6% |
| 1Y | +8.9% | +23.3% | -14.4% | +5.4% |
| All | +54.6% | +138.4% | -83.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling