+13.5%
WFC vs MDT
+1.7%
+11.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.1% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | +1.5% | +0.2% | +1.3% | +1.5% |
| 3M | +10.2% | +14.3% | -4.1% | +6.9% |
| 6M | +18.8% | +4.0% | +14.8% | +16.5% |
| YTD | -1.5% | -3.7% | +2.1% | -3.3% |
| 1Y | +13.5% | -0.4% | +13.9% | +11.4% |
| All | +13.5% | +1.7% | +11.8% | +11.4% |
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 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