+315.2%
IVV vs MDT
+40.7%
+274.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -1.3% |
| 30D | +0.1% | +9.5% | -9.4% | -3.9% |
| 3M | +2.0% | +16.0% | -14.0% | -5.0% |
| 6M | +13.0% | +0.2% | +12.8% | +12.2% |
| YTD | +13.6% | -0.3% | +13.9% | +12.7% |
| 1Y | +20.1% | +4.7% | +15.4% | +16.0% |
| 3Y | +77.6% | +26.5% | +51.1% | +53.6% |
| 5Y | +82.5% | -18.2% | +100.7% | +94.9% |
| All | +315.2% | +40.7% | +274.5% | +236.4% |
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