+185.7%
IONQ vs MDT
+2.6%
+183.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.2% |
| 7D | +16.8% | -3.7% | +20.4% | +18.2% |
| 30D | -11.1% | +8.6% | -19.7% | -14.6% |
| 3M | -31.7% | +12.2% | -43.9% | -35.6% |
| 6M | -44.8% | +33.7% | -78.5% | -53.0% |
| YTD | -31.2% | +7.8% | -39.0% | -34.1% |
| 1Y | -39.1% | +8.9% | -48.0% | -42.0% |
| 3Y | +189.5% | +57.6% | +131.9% | +103.6% |
| 5Y | +53.2% | -0.7% | +53.8% | +35.6% |
| All | +185.7% | +2.6% | +183.1% | +148.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling