+2.7%
MDT vs WU
-43.8%
+46.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +1.0% | -2.0% | +3.1% | +1.5% |
| 30D | +9.2% | +11.4% | -2.2% | +6.7% |
| 3M | +14.5% | -6.8% | +21.3% | +15.9% |
| 6M | +37.3% | -14.6% | +51.9% | +40.7% |
| YTD | +9.8% | -20.6% | +30.5% | +14.0% |
| 1Y | +10.5% | -15.4% | +25.9% | +12.9% |
| 3Y | +57.4% | -23.6% | +81.0% | +62.4% |
| All | +2.7% | -43.8% | +46.5% | +12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling