+87.7%
WDC vs MDT
+9.8%
+77.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.9% |
| 7D | +16.3% | -3.7% | +20.0% | +14.3% |
| 30D | -18.3% | +8.6% | -26.8% | -14.9% |
| 3M | -31.4% | +12.2% | -43.6% | -27.7% |
| 6M | -36.3% | +33.7% | -70.0% | -32.5% |
| YTD | +80.8% | +7.8% | +73.0% | +128.9% |
| 1Y | +87.7% | +8.9% | +78.8% | +138.1% |
| All | +87.7% | +9.8% | +77.9% | +138.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling