+90.7%
WFC vs MDT
+0.7%
+90.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.5% | -0.4% |
| 7D | +2.5% | +1.0% | +1.5% | +2.1% |
| 30D | +7.0% | +9.2% | -2.2% | +3.2% |
| 3M | -1.8% | +14.5% | -16.2% | -7.2% |
| 6M | +18.4% | +37.3% | -18.9% | +3.2% |
| YTD | -5.6% | +9.8% | -15.4% | -9.9% |
| 1Y | +3.9% | +10.5% | -6.7% | -1.3% |
| 3Y | +126.3% | +57.4% | +68.9% | +78.9% |
| All | +90.7% | +0.7% | +90.0% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling