+11,005.7%
WDC vs MDT
+8,658.2%
+2,347.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.2% |
| 7D | -16.7% | +2.7% | -19.5% | -17.8% |
| 30D | -27.2% | +14.8% | -42.0% | -31.3% |
| 3M | -34.0% | +14.6% | -48.6% | -37.9% |
| 6M | -39.7% | +35.7% | -75.4% | -47.8% |
| YTD | +68.1% | +8.5% | +59.6% | +58.9% |
| 1Y | +66.3% | +13.3% | +53.0% | +54.4% |
| 3Y | +754.4% | +58.6% | +695.8% | +582.8% |
| 5Y | +595.8% | -2.6% | +598.4% | +568.7% |
| 10Y | +660.4% | +60.0% | +600.4% | +517.4% |
| All | +11,005.7% | +8,658.2% | +2,347.5% | +2,251.4% |
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