+202.0%
MDT vs IAG
+368.9%
-166.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.8% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | +6.0% | +9.8% | -3.8% | +5.5% |
| 3M | +15.5% | +28.9% | -13.4% | +14.1% |
| 6M | +3.4% | -7.6% | +11.0% | +3.3% |
| YTD | -2.2% | +22.0% | -24.1% | -3.6% |
| 1Y | +2.6% | +99.5% | -96.9% | -1.2% |
| 3Y | +27.5% | +818.3% | -790.7% | +13.7% |
| 5Y | -20.1% | +785.9% | -806.0% | -29.8% |
| 10Y | +39.1% | +381.1% | -342.0% | +21.1% |
| All | +202.0% | +368.9% | -166.9% | +144.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling