+265.9%
IONQ vs MDT
-5.1%
+271.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.1% | +0.8% |
| 7D | +0.8% | +3.2% | -2.4% | -0.6% |
| 30D | -1.0% | +9.5% | -10.5% | -5.2% |
| 3M | -39.8% | +16.0% | -55.8% | -44.5% |
| 6M | +6.4% | +0.2% | +6.2% | +6.4% |
| YTD | -11.9% | -0.3% | -11.6% | -12.2% |
| 1Y | -6.2% | +4.7% | -10.9% | -9.0% |
| 3Y | +125.7% | +26.5% | +99.2% | +85.5% |
| 5Y | +296.0% | -18.2% | +314.2% | +268.4% |
| All | +265.9% | -5.1% | +271.0% | +230.8% |
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 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