+493.0%
MDT vs WCN
+6,767.3%
-6,274.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.7% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +6.0% | -2.1% | +8.1% | +6.5% |
| 3M | +15.5% | +6.4% | +9.2% | +14.1% |
| 6M | +3.4% | -3.7% | +7.1% | +4.1% |
| YTD | -2.2% | -6.4% | +4.2% | -1.1% |
| 1Y | +2.6% | -7.9% | +10.5% | +4.0% |
| 3Y | +27.5% | +20.8% | +6.7% | +22.1% |
| 5Y | -20.1% | +29.0% | -49.0% | -24.7% |
| 10Y | +39.1% | +236.4% | -197.3% | +11.5% |
| All | +493.0% | +6,767.3% | -6,274.4% | +239.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 all: compounded portfolio wealth divided by compounded WCN 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…
all analysis · Full analysis span regression · 6 months rolling