+239.2%
MDT vs WTW
+1,101.3%
-862.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | -1.6% | -7.8% | +6.2% | +0.9% |
| 30D | +1.0% | -7.9% | +8.9% | +3.6% |
| 3M | +15.2% | +19.9% | -4.8% | +8.5% |
| 6M | +3.7% | +9.8% | -6.1% | -0.2% |
| YTD | -3.0% | -3.3% | +0.4% | -3.3% |
| 1Y | +2.5% | -3.3% | +5.8% | +2.0% |
| 3Y | +26.5% | +61.5% | -35.1% | +5.2% |
| 5Y | -18.3% | +42.6% | -60.9% | -29.7% |
| 10Y | +40.2% | +197.1% | -156.9% | -5.0% |
| All | +239.2% | +1,101.3% | -862.1% | +73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling