+20.1%
IVV vs MDT
+5.4%
+14.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.5% |
| 7D | +0.1% | +3.2% | -3.1% | 0.0% |
| 30D | +0.1% | +9.5% | -9.4% | -0.4% |
| 3M | +2.0% | +16.0% | -14.0% | +1.1% |
| 6M | +13.0% | +0.2% | +12.8% | +13.8% |
| YTD | +13.6% | -0.3% | +13.9% | +14.2% |
| 1Y | +20.1% | +4.7% | +15.4% | +20.8% |
| All | +20.1% | +5.4% | +14.7% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling