+776.1%
IVV vs MDT
+182.6%
+593.5%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.9% |
| 7D | +0.1% | +3.2% | -3.1% | -1.2% |
| 30D | +0.1% | +9.5% | -9.4% | -3.8% |
| 3M | +2.0% | +16.0% | -14.0% | -4.7% |
| 6M | +13.0% | +0.2% | +12.8% | +11.9% |
| YTD | +13.6% | -0.3% | +13.9% | +12.4% |
| 1Y | +20.1% | +4.7% | +15.4% | +16.0% |
| 3Y | +77.6% | +26.5% | +51.1% | +55.6% |
| 5Y | +82.5% | -18.2% | +100.7% | +91.0% |
| 10Y | +316.5% | +40.0% | +276.5% | +237.3% |
| All | +776.1% | +182.6% | +593.5% | +358.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling