+19.9%
MDT vs WU
-18.0%
+37.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +5.4% | +0.7% | +5.4% |
| 7D | +10.7% | +8.2% | +2.5% | +9.6% |
| 30D | +19.3% | +8.0% | +11.3% | +18.1% |
| 3M | +22.8% | -6.6% | +29.4% | +23.0% |
| 6M | +36.4% | -23.3% | +59.6% | +39.4% |
| YTD | +12.1% | -22.4% | +34.5% | +14.6% |
| 1Y | +19.9% | -18.0% | +37.9% | +22.6% |
| All | +19.9% | -18.0% | +37.9% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 1y: compounded portfolio wealth divided by compounded WU 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…
1y analysis · Full analysis span regression · 6 months rolling