+7,787.5%
MDT vs WY
+673.4%
+7,114.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.3% | -1.7% | +1.4% | +0.1% |
| 30D | +2.8% | -9.9% | +12.6% | +5.7% |
| 3M | +13.1% | -7.5% | +20.6% | +15.3% |
| 6M | +2.3% | -5.1% | +7.5% | +3.5% |
| YTD | -2.7% | -2.1% | -0.6% | -2.7% |
| 1Y | +0.9% | -7.3% | +8.2% | +2.2% |
| 3Y | +26.8% | -22.6% | +49.5% | +33.4% |
| 5Y | -19.5% | -19.8% | +0.3% | -17.1% |
| 10Y | +40.6% | +9.6% | +31.0% | +26.3% |
| All | +7,787.5% | +673.4% | +7,114.1% | +3,577.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling