+3,619.4%
MDT vs WWD
+14,675.7%
-11,056.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +1.0% | +4.0% | -2.9% | +0.2% |
| 30D | +9.2% | +0.4% | +8.8% | +8.8% |
| 3M | +14.5% | -7.9% | +22.4% | +15.9% |
| 6M | +37.3% | -10.6% | +47.9% | +39.3% |
| YTD | +9.8% | +9.4% | +0.4% | +6.2% |
| 1Y | +10.5% | +25.7% | -15.2% | +3.6% |
| 3Y | +57.4% | +148.5% | -91.1% | +25.5% |
| 5Y | +1.2% | +189.5% | -188.3% | -23.0% |
| 10Y | +63.2% | +451.8% | -388.5% | +5.5% |
| All | +3,619.4% | +14,675.7% | -11,056.4% | +1,557.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling