+57.4%
MDT vs WEC
+64.2%
-6.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +0.9% | +1.5% |
| 7D | +1.0% | +2.3% | -1.3% | 0.0% |
| 30D | +9.2% | +11.1% | -1.9% | +4.6% |
| 3M | +14.5% | +8.4% | +6.0% | +10.7% |
| 6M | +37.3% | +7.5% | +29.8% | +33.3% |
| YTD | +9.8% | +15.3% | -5.5% | +3.4% |
| 1Y | +10.5% | +9.7% | +0.8% | +6.2% |
| 3Y | +57.4% | +64.7% | -7.2% | +28.2% |
| All | +57.4% | +64.2% | -6.8% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling