+37.0%
MDT vs WTW
+198.0%
-161.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -3.4% | -5.7% | +2.3% | -1.2% |
| 30D | +0.2% | -7.3% | +7.5% | +3.0% |
| 3M | +14.3% | +21.5% | -7.2% | +5.7% |
| 6M | +4.0% | +9.6% | -5.6% | -0.7% |
| YTD | -3.7% | -3.3% | -0.4% | -4.0% |
| 1Y | -0.4% | -6.1% | +5.8% | +0.4% |
| 3Y | +23.3% | +61.8% | -38.5% | -3.8% |
| 5Y | -18.9% | +42.7% | -61.6% | -34.0% |
| All | +37.0% | +198.0% | -161.0% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling