+172.7%
MDY vs WTW
+198.0%
-25.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -1.9% | -5.7% | +3.9% | +0.6% |
| 30D | -4.6% | -7.3% | +2.6% | -1.7% |
| 3M | -1.2% | +21.5% | -22.7% | -10.0% |
| 6M | +9.2% | +9.6% | -0.4% | +3.2% |
| YTD | +13.1% | -3.3% | +16.3% | +12.3% |
| 1Y | +13.0% | -6.1% | +19.1% | +13.6% |
| 3Y | +49.2% | +61.8% | -12.6% | +10.8% |
| 5Y | +47.2% | +42.7% | +4.6% | +15.3% |
| All | +172.7% | +198.0% | -25.4% | +54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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