+565.6%
MDT vs WCN
+8,080.5%
-7,515.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.8% | +1.8% |
| 7D | +1.0% | +2.6% | -1.6% | +0.5% |
| 30D | +9.2% | +23.9% | -14.8% | +4.5% |
| 3M | +14.5% | +17.4% | -2.9% | +10.8% |
| 6M | +37.3% | +28.0% | +9.3% | +30.6% |
| YTD | +9.8% | +11.6% | -1.7% | +7.1% |
| 1Y | +10.5% | +16.9% | -6.3% | +6.7% |
| 3Y | +57.4% | +51.6% | +5.8% | +44.0% |
| 5Y | +1.2% | +48.0% | -46.8% | -7.3% |
| 10Y | +63.2% | +322.6% | -259.3% | +25.3% |
| All | +565.6% | +8,080.5% | -7,515.0% | +268.0% |
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