+19.8%
MDT vs WETO
-99.3%
+119.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | -0.1% |
| 7D | +8.0% | +4.4% | +3.5% | +8.0% |
| 30D | +20.4% | -17.8% | +38.2% | +20.3% |
| 3M | +22.9% | -83.1% | +106.0% | +22.8% |
| 6M | +37.1% | -98.3% | +135.4% | +36.7% |
| YTD | +11.9% | -99.0% | +111.0% | +10.7% |
| 1Y | +19.8% | -99.3% | +119.1% | +15.0% |
| All | +19.8% | -99.3% | +119.2% | +15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling