+7,830.4%
MDT vs WEC
+4,021.5%
+3,808.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -2.9% | -2.3% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +6.0% | +0.3% | +5.7% | +5.8% |
| 3M | +15.5% | -2.9% | +18.5% | +16.7% |
| 6M | +3.4% | -5.9% | +9.3% | +5.5% |
| YTD | -2.2% | +4.1% | -6.3% | -3.8% |
| 1Y | +2.6% | +3.1% | -0.5% | +1.2% |
| 3Y | +27.5% | +40.8% | -13.3% | +12.1% |
| 5Y | -20.1% | +31.7% | -51.8% | -28.6% |
| 10Y | +39.1% | +141.1% | -102.0% | -1.7% |
| All | +7,830.4% | +4,021.5% | +3,808.9% | +2,023.0% |
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