-0.3%
MDT vs WEC
+53.2%
-53.4%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | -3.2% | -0.5% | -2.6% | -3.0% |
| 30D | +10.5% | +12.0% | -1.4% | +5.6% |
| 3M | +13.0% | +11.1% | +1.9% | +8.2% |
| 6M | +38.7% | +6.0% | +32.7% | +35.4% |
| YTD | +8.5% | +14.3% | -5.8% | +2.6% |
| 1Y | +10.0% | +8.0% | +2.1% | +6.4% |
| 3Y | +58.6% | +62.8% | -4.2% | +29.0% |
| 5Y | -0.3% | +55.3% | -55.6% | -17.9% |
| All | -0.3% | +53.2% | -53.4% | -17.9% |
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