+8,709.8%
MDT vs WM
+28,547.2%
-19,837.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.8% | -2.5% |
| 7D | +5.4% | +1.2% | +4.2% | +5.2% |
| 30D | +19.1% | +13.1% | +6.0% | +16.2% |
| 3M | +19.5% | +3.6% | +15.8% | +18.6% |
| 6M | +33.5% | +8.1% | +25.4% | +31.5% |
| YTD | +8.7% | +8.9% | -0.2% | +6.8% |
| 1Y | +16.8% | +20.3% | -3.5% | +12.5% |
| 3Y | +53.0% | +46.2% | +6.8% | +41.3% |
| 5Y | -2.9% | +59.9% | -62.8% | -12.1% |
| 10Y | +61.4% | +345.6% | -284.2% | +22.7% |
| All | +8,709.8% | +28,547.2% | -19,837.4% | +4,111.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling