+220.2%
MDT vs IBB
+580.2%
-360.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -3.2% | -1.4% | -1.8% | -2.7% |
| 30D | +10.5% | +6.8% | +3.7% | +7.1% |
| 3M | +13.0% | +9.2% | +3.8% | +8.1% |
| 6M | +38.7% | +28.3% | +10.3% | +23.2% |
| YTD | +8.5% | +29.4% | -20.9% | -4.2% |
| 1Y | +10.0% | +33.2% | -23.1% | -4.1% |
| 3Y | +58.6% | +90.2% | -31.6% | +16.3% |
| 5Y | -0.3% | +44.0% | -44.3% | -18.4% |
| 10Y | +61.3% | +133.1% | -71.8% | +3.4% |
| All | +220.2% | +580.2% | -360.1% | +1.3% |
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