+191.0%
IONQ vs MDT
+54.6%
+136.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +23.1% |
| 7D | +8.6% | +5.4% | +3.1% | +8.9% |
| 30D | -21.1% | +19.1% | -40.1% | -20.5% |
| 3M | -17.9% | +19.5% | -37.3% | -17.3% |
| 6M | -37.9% | +33.5% | -71.4% | -38.2% |
| YTD | -27.3% | +8.7% | -36.0% | -24.2% |
| 1Y | -43.2% | +16.8% | -60.0% | -41.4% |
| 3Y | +191.0% | +53.0% | +138.0% | +182.8% |
| All | +191.0% | +54.6% | +136.4% | +182.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling