+183.1%
MDT vs WPM
+5,972.6%
-5,789.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +0.4% | +7.0% | -6.6% | -0.2% |
| 30D | +6.0% | +15.7% | -9.7% | +4.6% |
| 3M | +15.5% | +35.2% | -19.7% | +12.4% |
| 6M | +3.4% | +6.1% | -2.7% | +2.3% |
| YTD | -2.2% | +32.6% | -34.7% | -5.2% |
| 1Y | +2.6% | +46.9% | -44.3% | -1.6% |
| 3Y | +27.5% | +276.3% | -248.8% | +12.2% |
| 5Y | -20.1% | +260.0% | -280.1% | -29.9% |
| 10Y | +39.1% | +508.5% | -469.5% | +14.2% |
| All | +183.1% | +5,972.6% | -5,789.5% | +75.6% |
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