+2.7%
MDT vs IAG
+421.7%
-419.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +1.0% | -7.7% | +8.7% | +1.4% |
| 30D | +9.2% | +1.6% | +7.6% | +8.9% |
| 3M | +14.5% | -2.4% | +16.9% | +14.3% |
| 6M | +37.3% | -7.8% | +45.1% | +37.2% |
| YTD | +9.8% | +5.0% | +4.8% | +8.5% |
| 1Y | +10.5% | +25.7% | -15.2% | +8.2% |
| 3Y | +57.4% | +694.5% | -637.1% | +36.6% |
| All | +2.7% | +421.7% | -419.0% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling