+218.5%
MDT vs WU
-19.6%
+238.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | +3.2% | -0.8% | +4.1% | +3.4% |
| 30D | +9.5% | -1.1% | +10.6% | +9.7% |
| 3M | +16.0% | -3.9% | +19.8% | +15.9% |
| 6M | +0.2% | -20.7% | +20.9% | +5.9% |
| YTD | -0.3% | -18.4% | +18.1% | +4.2% |
| 1Y | +4.7% | -8.1% | +12.8% | +4.7% |
| 3Y | +26.5% | -24.2% | +50.7% | +32.0% |
| 5Y | -18.2% | -50.4% | +32.3% | -4.1% |
| 10Y | +40.0% | -40.0% | +80.1% | +50.7% |
| All | +218.5% | -19.6% | +238.1% | +183.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling