-19.5%
MDT vs WEC
+30.7%
-50.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +2.8% | +0.9% | +1.9% | +2.3% |
| 3M | +13.1% | -5.3% | +18.4% | +15.6% |
| 6M | +2.3% | -6.6% | +8.9% | +5.0% |
| YTD | -2.7% | +3.3% | -6.0% | -4.2% |
| 1Y | +0.9% | +2.1% | -1.2% | -0.3% |
| 3Y | +26.8% | +39.6% | -12.7% | +9.7% |
| 5Y | -19.5% | +31.2% | -50.6% | -30.7% |
| All | -19.5% | +30.7% | -50.1% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling