The two islands of Madeira and Porto Santo, which belong to Portugal, have a very mild climate, so they can be considered as the islands of eternal spring.
The north-east trade winds, which prevail throughout the year, bring a bit of cloudiness, humidity, and rainfall in the north facing slopes. On the other hand, during winter, the country can be affected by Atlantic depressions.
Daytime temperatures hover around 19/20 degrees Celsius (66/68 °F) from December to April, and exceed 20 °C (68 °F) between May and November, reaching 26 °C (79 °F) in August and September. Minimum temperatures hover around 13/15 °C (55/59 °F) from December to May, and around 17/19 °C (63/66 °F) from June to October.
Here are the average temperatures of Funchal.
Average temperatures - Funchal

Funchal	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Funchal	J	F	M	A	M	J	J	A	S	O	N	D
Min (°C)	13	13	13	13	15	17	18	19	19	18	16	14
Max (°C)	19	19	20	20	21	22	24	26	26	24	22	20
Min (°F)	55	55	55	55	59	63	64	66	66	64	61	57
Max (°F)	66	66	68	68	70	72	75	79	79	75	72	68

The sea temperature is not very high, in fact it ranges from 18 °C (64 °F) in winter, to 20 °C (68 °F) in June, and 23 °C (73 °F) in August and September, when it becomes warm enough for swimming.
Sea temperature - Funchal

Funchal	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Funchal	J	F	M	A	M	J	J	A	S	O	N	D
Sea (°C)	18	18	18	18	19	20	21	23	23	22	21	19
Sea (°F)	64	64	64	64	66	68	70	73	73	72	70	66

Rainfall is concentrated in the period from October to mid-April, when it's quite frequent, while in summer it almost never rains. The island of Porto Santo is more arid than that of Madeira, and its landscape is green only in the northern inland area, where the altitude reaches 500 metres (1,600 feet). In the city of Porto Santo, annual rainfall does not reach 400 millimetres (16 inches), while in Funchal, the capital, located in the island of Madeira, it's around 640 mm (25 in).
Here is the average precipitation in Funchal.
Average precipitation - Funchal

Funchal	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Year
Funchal	J	F	M	A	M	J	J	A	S	O	N	D	Y
Prec. (mm)	105	85	65	40	20	12	3	3	35	75	100	100	640
Prec.(in)	4.1	3.3	2.6	1.6	0.8	0.5	0.1	0.1	1.4	3	3.9	3.9	25.2
Days	12	11	10	8	5	3	1	2	6	9	11	13	91

The amount of sunshine in the two islands is acceptable in winter, when there is an alternation of sunny periods and bad weather periods, while it's good (but not great) in the summer months. In June, a blanket of clouds, called capacete ("helmet") often forms, which covers the island of Madeira in the early morning, but thins out during the warmest hours. However, even in midsummer cloud banks can form on the Atlantic Ocean, even if it does not rain.
Sunshine - Funchal

Funchal	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
Funchal	J	F	M	A	M	J	J	A	S	O	N	D
Sun (hours)	5	5	6	6	7	5	7	8	7	6	5	5

The island of Madeira is larger and occupied by higher mountains, whose highest point is Pico Ruivo, 1,862 metres (6,109 feet) high, and it hosts a greater variety of microclimates, due to the above-mentioned trade winds: the northern side is more rainy and windy than the southern one, where the landscape is more arid; the city of Funchal, on the southern slope, is quite sheltered from the wind. On the other hand, the interior, which is hilly and mountainous, can be covered by a layer of fog or low clouds. Of course, temperatures decrease with altitude.
In the period from June to September, Madeira can be affected by the Leste, a hot dry wind blowing from the Sahara, which can raise the temperature above 30 °C (86 °F), and bring a fine red powder. This wind is more rare in Porto Santo.

When to go

---

Having a very mild climate, Madeira and Porto Santo can be visited throughout the year, but from mid-October to mid-April there may be rains and thunderstorms, especially in the island of Madeira.
For swimming and sun bathing, the best time is summer, from June to September, although in June the sea is still a bit cool, while fans of flowers and plants will appreciate spring.

What to pack

---

In winter: spring/autumn clothes, sweater, jacket, raincoat or umbrella. To climb Pico Ruivo, down jacket, hat, hiking shoes.
In summer: light clothing, but also a scarf for the wind, a sweatshirt or sweater, a light jacket for the evening. To climb Pico Ruivo, sunglasses, sunscreen, hiking shoes, sweatshirt and jacket for the evening.