+808.3%
IWM vs MDT
+202.7%
+605.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.3% |
| 7D | +0.1% | +3.2% | -3.1% | -1.4% |
| 30D | -1.3% | +9.5% | -10.8% | -5.5% |
| 3M | +1.6% | +16.0% | -14.4% | -5.9% |
| 6M | +13.6% | +0.2% | +13.4% | +12.4% |
| YTD | +20.8% | -0.3% | +21.0% | +19.4% |
| 1Y | +26.4% | +4.7% | +21.7% | +21.9% |
| 3Y | +60.7% | +26.5% | +34.1% | +39.3% |
| 5Y | +38.2% | -18.2% | +56.4% | +46.2% |
| 10Y | +169.5% | +40.0% | +129.5% | +116.8% |
| All | +808.3% | +202.7% | +605.6% | +358.6% |
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