+53.0%
MDT vs WM
+47.1%
+5.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.2% |
| 7D | +5.4% | +1.2% | +4.2% | +5.1% |
| 30D | +19.1% | +13.1% | +6.0% | +14.2% |
| 3M | +19.5% | +3.6% | +15.8% | +17.9% |
| 6M | +33.5% | +8.1% | +25.4% | +30.0% |
| YTD | +8.7% | +8.9% | -0.2% | +5.3% |
| 1Y | +16.8% | +20.3% | -3.5% | +9.9% |
| 3Y | +53.0% | +46.2% | +6.8% | +39.2% |
| All | +53.0% | +47.1% | +5.8% | +39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling