-19.5%
MDT vs WWD
+191.3%
-210.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.5% |
| 7D | -0.3% | +0.6% | -1.0% | -0.4% |
| 30D | +2.8% | -5.1% | +7.9% | +3.7% |
| 3M | +13.1% | -11.2% | +24.3% | +14.9% |
| 6M | +2.3% | -12.0% | +14.4% | +3.9% |
| YTD | -2.7% | +12.0% | -14.7% | -5.9% |
| 1Y | +0.9% | +42.8% | -41.9% | -7.4% |
| 3Y | +26.8% | +168.9% | -142.1% | -2.4% |
| 5Y | -19.5% | +192.2% | -211.7% | -41.5% |
| All | -19.5% | +191.3% | -210.8% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling