+6.7%
WBD vs MDT
-19.7%
+26.4%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +3.9% | +2.8% | +1.1% | +2.3% |
| 3M | +5.1% | +13.1% | -8.0% | -2.2% |
| 6M | +0.6% | +2.3% | -1.8% | -1.2% |
| YTD | -3.2% | -2.7% | -0.5% | -2.5% |
| 1Y | +127.7% | +0.9% | +126.8% | +123.2% |
| 3Y | +146.6% | +26.8% | +119.7% | +104.4% |
| All | +6.7% | -19.7% | +26.4% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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