+202.0%
IONQ vs MDT
+3.5%
+198.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +24.5% |
| 7D | +8.6% | +5.4% | +3.1% | +5.8% |
| 30D | -21.1% | +19.1% | -40.1% | -27.3% |
| 3M | -17.9% | +19.5% | -37.3% | -24.7% |
| 6M | -37.9% | +33.5% | -71.4% | -47.3% |
| YTD | -27.3% | +8.7% | -36.0% | -30.6% |
| 1Y | -43.2% | +16.8% | -60.0% | -48.1% |
| 3Y | +191.0% | +53.0% | +138.0% | +110.3% |
| 5Y | +69.3% | -2.9% | +72.1% | +49.4% |
| All | +202.0% | +3.5% | +198.6% | +161.4% |
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