+142.7%
WFC vs MDT
+40.9%
+101.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | 0.0% | -0.1% |
| 7D | +0.3% | -1.6% | +1.9% | +1.2% |
| 30D | +2.3% | +1.0% | +1.3% | +1.6% |
| 3M | +9.8% | +15.2% | -5.4% | +0.4% |
| 6M | +15.6% | +3.7% | +11.9% | +12.1% |
| YTD | -2.4% | -3.0% | +0.5% | -2.0% |
| 1Y | +13.8% | +2.5% | +11.4% | +10.2% |
| 3Y | +134.6% | +26.5% | +108.2% | +94.1% |
| 5Y | +127.9% | -18.3% | +146.2% | +149.8% |
| All | +142.7% | +40.9% | +101.8% | +95.0% |
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