+73.1%
IVV vs MDT
+0.7%
+72.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.9% |
| 7D | +2.6% | +1.0% | +1.5% | +2.3% |
| 30D | -2.0% | +9.2% | -11.2% | -4.6% |
| 3M | -2.8% | +14.5% | -17.3% | -6.9% |
| 6M | +2.2% | +37.3% | -35.1% | -8.2% |
| YTD | +11.5% | +9.8% | +1.7% | +8.0% |
| 1Y | +13.5% | +10.5% | +3.0% | +9.6% |
| 3Y | +78.1% | +57.4% | +20.7% | +46.7% |
| All | +73.1% | +0.7% | +72.4% | +68.3% |
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