+938.5%
IGV vs MDT
+259.8%
+678.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.1% | -1.1% |
| 7D | +2.3% | +1.0% | +1.3% | +1.9% |
| 30D | -6.0% | +9.2% | -15.2% | -9.9% |
| 3M | -4.8% | +14.5% | -19.3% | -11.0% |
| 6M | +14.2% | +37.3% | -23.1% | -2.6% |
| YTD | -4.2% | +9.8% | -14.1% | -10.0% |
| 1Y | -5.3% | +10.5% | -15.8% | -11.4% |
| 3Y | +38.8% | +57.4% | -18.7% | +7.4% |
| 5Y | +14.2% | +1.2% | +13.0% | +8.2% |
| 10Y | +357.6% | +63.2% | +294.3% | +232.5% |
| All | +938.5% | +259.8% | +678.7% | +359.7% |
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