+217.7%
MDT vs WPM
+5,046.3%
-4,828.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | +1.0% | -3.6% | +4.6% | +1.3% |
| 30D | +9.2% | +1.4% | +7.7% | +8.9% |
| 3M | +14.5% | -0.2% | +14.7% | +14.2% |
| 6M | +37.3% | -7.3% | +44.6% | +37.4% |
| YTD | +9.8% | +12.3% | -2.5% | +7.6% |
| 1Y | +10.5% | +24.9% | -14.4% | +7.3% |
| 3Y | +57.4% | +210.4% | -152.9% | +40.5% |
| 5Y | +1.2% | +210.4% | -209.2% | -10.4% |
| 10Y | +63.2% | +731.7% | -668.4% | +30.8% |
| All | +217.7% | +5,046.3% | -4,828.6% | +99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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