+682.0%
WDC vs MDT
+60.0%
+622.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +16.3% | -3.7% | +20.0% | +18.6% |
| 30D | -18.3% | +8.6% | -26.8% | -22.4% |
| 3M | -31.4% | +12.2% | -43.6% | -36.5% |
| 6M | -36.3% | +33.7% | -70.0% | -48.1% |
| YTD | +80.8% | +7.8% | +73.0% | +68.5% |
| 1Y | +87.7% | +8.9% | +78.8% | +73.5% |
| 3Y | +819.4% | +57.6% | +761.8% | +531.9% |
| 5Y | +583.2% | -0.7% | +583.9% | +548.2% |
| All | +682.0% | +60.0% | +622.0% | +445.9% |
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