+309.6%
IVV vs MDT
+62.0%
+247.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.9% |
| 7D | +0.1% | +3.5% | -3.4% | -1.5% |
| 30D | -3.3% | +16.2% | -19.5% | -9.6% |
| 3M | -2.4% | +18.9% | -21.3% | -9.9% |
| 6M | +2.6% | +37.3% | -34.7% | -11.8% |
| YTD | +11.3% | +9.7% | +1.5% | +5.5% |
| 1Y | +13.4% | +15.2% | -1.7% | +5.0% |
| 3Y | +80.3% | +61.8% | +18.5% | +38.4% |
| 5Y | +72.7% | -1.4% | +74.1% | +68.3% |
| 10Y | +309.6% | +61.6% | +248.1% | +210.4% |
| All | +309.6% | +62.0% | +247.7% | +210.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling