+66.0%
IWM vs MDT
+28.1%
+37.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -2.3% | +6.0% | -8.3% | -4.0% |
| 3M | +4.0% | +15.5% | -11.6% | -0.8% |
| 6M | +17.9% | +3.4% | +14.5% | +17.2% |
| YTD | +20.2% | -2.2% | +22.4% | +21.5% |
| 1Y | +25.0% | +2.6% | +22.4% | +23.9% |
| 3Y | +66.0% | +27.5% | +38.5% | +48.8% |
| All | +66.0% | +28.1% | +37.8% | +48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling