+20.0%
IWM vs MDT
-2.9%
+22.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +3.9% | +2.1% |
| 7D | -2.0% | +5.4% | -7.5% | -4.1% |
| 30D | -1.5% | +19.1% | -20.5% | -8.1% |
| 3M | -8.0% | +19.5% | -27.5% | -14.5% |
| 6M | -4.1% | +33.5% | -37.6% | -15.5% |
| YTD | +11.9% | +8.7% | +3.2% | +7.8% |
| 1Y | +15.0% | +16.8% | -1.8% | +7.0% |
| 3Y | +64.2% | +53.0% | +11.2% | +31.6% |
| All | +20.0% | -2.9% | +22.9% | +18.7% |
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