+8,693.3%
MDT vs WEC
+4,422.3%
+4,271.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.3% |
| 3M | +13.0% | +11.1% | +1.9% | +8.8% |
| 6M | +38.7% | +6.0% | +32.7% | +35.8% |
| YTD | +8.5% | +14.3% | -5.8% | +3.3% |
| 1Y | +10.0% | +8.0% | +2.1% | +6.9% |
| 3Y | +58.6% | +62.8% | -4.2% | +32.7% |
| 5Y | -0.3% | +55.3% | -55.6% | -15.9% |
| 10Y | +61.3% | +193.2% | -131.9% | +6.6% |
| All | +8,693.3% | +4,422.3% | +4,271.1% | +2,178.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling