+4,216.2%
MDT vs IDXX
+53,734.7%
-49,518.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -3.4% | -5.7% | +2.3% | -2.4% |
| 30D | +0.2% | -11.5% | +11.8% | +2.5% |
| 3M | +14.3% | -9.5% | +23.8% | +16.4% |
| 6M | +4.0% | -16.0% | +20.0% | +7.3% |
| YTD | -3.7% | -25.4% | +21.7% | +1.3% |
| 1Y | -0.4% | -21.8% | +21.4% | +3.6% |
| 3Y | +23.3% | +7.0% | +16.3% | +18.8% |
| 5Y | -18.9% | -26.0% | +7.1% | -17.9% |
| 10Y | +39.2% | +358.9% | -319.8% | +1.7% |
| All | +4,216.2% | +53,734.7% | -49,518.5% | +1,324.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 IDXX 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