+294.8%
IONQ vs MDT
-17.7%
+312.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.7% |
| 7D | +0.8% | +3.2% | -2.4% | -0.7% |
| 30D | -1.0% | +9.5% | -10.5% | -5.5% |
| 3M | -39.8% | +16.0% | -55.8% | -44.8% |
| 6M | +6.4% | +0.2% | +6.2% | +6.5% |
| YTD | -11.9% | -0.3% | -11.6% | -12.1% |
| 1Y | -6.2% | +4.7% | -10.9% | -9.2% |
| 3Y | +125.7% | +26.5% | +99.2% | +81.1% |
| All | +294.8% | -17.7% | +312.5% | +265.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling