-18.2%
MDT vs WM
+52.1%
-70.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.4% | +1.6% |
| 7D | +3.2% | -0.3% | +3.5% | +3.3% |
| 30D | +9.5% | -2.4% | +11.9% | +10.4% |
| 3M | +16.0% | +0.4% | +15.6% | +15.8% |
| 6M | +0.2% | -9.5% | +9.7% | +3.3% |
| YTD | -0.3% | +0.5% | -0.8% | -0.7% |
| 1Y | +4.7% | -1.1% | +5.8% | +4.6% |
| 3Y | +26.5% | +46.0% | -19.5% | +8.8% |
| All | -18.2% | +52.1% | -70.3% | -33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling