+37.0%
MDT vs WEC
+146.6%
-109.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | +0.2% | -2.6% | +2.8% | +1.2% |
| 3M | +14.3% | -6.0% | +20.3% | +16.9% |
| 6M | +4.0% | -5.4% | +9.4% | +6.1% |
| YTD | -3.7% | +2.5% | -6.1% | -4.8% |
| 1Y | -0.4% | -0.7% | +0.4% | -0.4% |
| 3Y | +23.3% | +38.7% | -15.4% | +7.9% |
| 5Y | -18.9% | +31.7% | -50.5% | -28.2% |
| All | +37.0% | +146.6% | -109.5% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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