+37.0%
MDT vs WYNN
+1.1%
+35.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.6% |
| 7D | -3.4% | -4.2% | +0.8% | -2.7% |
| 30D | +0.2% | -14.6% | +14.8% | +3.1% |
| 3M | +14.3% | -18.4% | +32.7% | +18.4% |
| 6M | +4.0% | -11.9% | +15.9% | +6.1% |
| YTD | -3.7% | -26.6% | +22.9% | +1.3% |
| 1Y | -0.4% | -28.5% | +28.2% | +4.8% |
| 3Y | +23.3% | -5.1% | +28.4% | +20.1% |
| 5Y | -18.9% | -10.5% | -8.4% | -23.2% |
| All | +37.0% | +1.1% | +35.9% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 WYNN 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