+642.9%
WDC vs MDT
+62.9%
+579.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.9% | -6.9% | -5.9% |
| 7D | +12.1% | +1.0% | +11.0% | +11.5% |
| 30D | -18.8% | +9.2% | -28.0% | -23.1% |
| 3M | -39.3% | +14.5% | -53.8% | -44.4% |
| 6M | -40.1% | +37.3% | -77.4% | -51.9% |
| YTD | +71.8% | +9.8% | +62.0% | +58.5% |
| 1Y | +88.5% | +10.5% | +77.9% | +72.8% |
| 3Y | +770.0% | +57.4% | +712.6% | +500.6% |
| 5Y | +549.0% | +1.2% | +547.9% | +509.7% |
| All | +642.9% | +62.9% | +579.9% | +413.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling