+38.0%
MDT vs WWD
+490.2%
-452.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -1.6% | -2.9% | +1.3% | -0.8% |
| 30D | +1.0% | -6.6% | +7.6% | +2.9% |
| 3M | +15.2% | -9.3% | +24.5% | +17.6% |
| 6M | +3.7% | -13.6% | +17.3% | +6.8% |
| YTD | -3.0% | +10.4% | -13.3% | -7.6% |
| 1Y | +2.5% | +39.9% | -37.4% | -9.8% |
| 3Y | +26.5% | +165.0% | -138.6% | -12.4% |
| 5Y | -18.3% | +183.8% | -202.1% | -46.2% |
| All | +38.0% | +490.2% | -452.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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