+38.0%
MDT vs IAG
+423.2%
-385.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.2% |
| 7D | -1.6% | -4.1% | +2.5% | -1.5% |
| 30D | +1.0% | +10.6% | -9.6% | +0.7% |
| 3M | +15.2% | +35.4% | -20.2% | +13.9% |
| 6M | +3.7% | -9.5% | +13.2% | +3.7% |
| YTD | -3.0% | +21.8% | -24.8% | -4.0% |
| 1Y | +2.5% | +84.1% | -81.7% | 0.0% |
| 3Y | +26.5% | +817.4% | -790.9% | +16.4% |
| 5Y | -18.3% | +830.1% | -848.4% | -25.7% |
| All | +38.0% | +423.2% | -385.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling