-18.2%
MDT vs WY
-22.2%
+4.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -3.4% | -4.2% | +0.8% | -2.1% |
| 30D | +0.2% | -10.1% | +10.3% | +3.5% |
| 3M | +14.3% | -8.5% | +22.8% | +17.1% |
| 6M | +4.0% | -3.3% | +7.3% | +4.7% |
| YTD | -3.7% | -4.4% | +0.7% | -3.1% |
| 1Y | -0.4% | -11.5% | +11.1% | +2.6% |
| 3Y | +23.3% | -24.3% | +47.6% | +31.6% |
| All | -18.2% | -22.2% | +4.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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