+68.2%
IVV vs MDT
-2.9%
+71.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.2% | +1.2% |
| 7D | -2.7% | +5.4% | -8.1% | -4.3% |
| 30D | -5.4% | +19.1% | -24.4% | -10.3% |
| 3M | -4.1% | +19.5% | -23.5% | -9.3% |
| 6M | +0.7% | +33.5% | -32.7% | -8.6% |
| YTD | +8.7% | +8.7% | 0.0% | +5.7% |
| 1Y | +11.0% | +16.8% | -5.8% | +4.8% |
| 3Y | +75.4% | +53.0% | +22.5% | +46.3% |
| All | +68.2% | -2.9% | +71.1% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling