+194.3%
MDT vs IBB
+560.8%
-366.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.5% |
| 7D | +3.2% | +1.4% | +1.8% | +2.6% |
| 30D | +9.5% | +10.5% | -1.0% | +4.6% |
| 3M | +16.0% | +23.6% | -7.7% | +5.2% |
| 6M | +0.2% | +22.6% | -22.4% | -8.9% |
| YTD | -0.3% | +25.7% | -26.0% | -10.5% |
| 1Y | +4.7% | +51.4% | -46.7% | -13.7% |
| 3Y | +26.5% | +64.4% | -37.8% | -0.7% |
| 5Y | -18.2% | +22.1% | -40.3% | -27.8% |
| 10Y | +40.0% | +132.5% | -92.4% | -10.2% |
| All | +194.3% | +560.8% | -366.5% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling