+40.6%
MDT vs IBB
+122.2%
-81.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.3% | -0.1% |
| 7D | -0.3% | -3.9% | +3.6% | +1.5% |
| 30D | +2.8% | +2.7% | 0.0% | +1.3% |
| 3M | +13.1% | +21.4% | -8.3% | +3.2% |
| 6M | +2.3% | +20.1% | -17.7% | -6.3% |
| YTD | -2.7% | +21.9% | -24.6% | -11.7% |
| 1Y | +0.9% | +44.1% | -43.3% | -15.5% |
| 3Y | +26.8% | +63.4% | -36.5% | -1.2% |
| 5Y | -19.5% | +19.8% | -39.2% | -28.2% |
| 10Y | +40.6% | +127.0% | -86.4% | -6.9% |
| All | +40.6% | +122.2% | -81.7% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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