+17,845.4%
WDC vs MDT
+7,952.5%
+9,892.9%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.1% | +4.7% | +5.4% |
| 7D | +1.7% | +3.2% | -1.5% | +0.5% |
| 30D | -10.0% | +9.5% | -19.5% | -13.2% |
| 3M | -18.8% | +16.0% | -34.7% | -24.4% |
| 6M | +79.0% | +0.2% | +78.8% | +75.7% |
| YTD | +171.6% | -0.3% | +171.8% | +167.2% |
| 1Y | +417.4% | +4.7% | +412.7% | +397.2% |
| 3Y | +1,251.8% | +26.5% | +1,225.2% | +1,087.3% |
| 5Y | +911.7% | -18.2% | +929.9% | +946.9% |
| 10Y | +1,399.6% | +40.0% | +1,359.6% | +1,187.5% |
| All | +17,845.4% | +7,952.5% | +9,892.9% | +3,852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling