+61.3%
MDT vs WM
+332.5%
-271.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.6% |
| 7D | -3.2% | +0.8% | -3.9% | -3.6% |
| 30D | +10.5% | +13.8% | -3.3% | +3.3% |
| 3M | +13.0% | +6.4% | +6.6% | +9.3% |
| 6M | +38.7% | +13.2% | +25.5% | +30.0% |
| YTD | +8.5% | +10.8% | -2.3% | +2.2% |
| 1Y | +10.0% | +20.2% | -10.1% | -0.8% |
| 3Y | +58.6% | +46.5% | +12.1% | +25.3% |
| 5Y | -0.3% | +61.3% | -61.6% | -26.9% |
| 10Y | +61.3% | +324.8% | -263.5% | -26.0% |
| All | +61.3% | +332.5% | -271.2% | -26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 10y: compounded portfolio wealth divided by compounded WM 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…
10y analysis · Full analysis span regression · 6 months rolling