+204.8%
MDT vs IBN
+1,760.3%
-1,555.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.8% |
| 7D | +1.0% | +1.9% | -0.8% | +0.8% |
| 30D | +9.2% | +22.1% | -12.9% | +6.1% |
| 3M | +14.5% | +17.1% | -2.6% | +11.9% |
| 6M | +37.3% | +35.5% | +1.8% | +31.4% |
| YTD | +9.8% | +16.8% | -7.0% | +7.2% |
| 1Y | +10.5% | +12.4% | -1.9% | +8.5% |
| 3Y | +57.4% | +58.0% | -0.6% | +46.6% |
| 5Y | +1.2% | +73.7% | -72.6% | -7.4% |
| 10Y | +63.2% | +385.6% | -322.3% | +27.3% |
| All | +204.8% | +1,760.3% | -1,555.5% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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