+8,627.7%
WFC vs MDT
+7,952.5%
+675.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.3% | +0.4% |
| 7D | +3.8% | +3.2% | +0.6% | +2.4% |
| 30D | +1.5% | +9.5% | -8.0% | -2.3% |
| 3M | +10.9% | +16.0% | -5.1% | +3.9% |
| 6M | +8.4% | +0.2% | +8.2% | +7.7% |
| YTD | -1.9% | -0.3% | -1.6% | -2.6% |
| 1Y | +12.3% | +4.7% | +7.6% | +9.0% |
| 3Y | +132.3% | +26.5% | +105.8% | +106.4% |
| 5Y | +130.1% | -18.2% | +148.3% | +142.0% |
| 10Y | +134.4% | +40.0% | +94.4% | +100.3% |
| All | +8,627.7% | +7,952.5% | +675.2% | +2,148.3% |
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