+205.1%
MDT vs IJR
+1,130.2%
-925.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | 0.0% |
| 7D | -0.3% | -1.1% | +0.8% | +0.3% |
| 30D | +2.8% | -3.6% | +6.4% | +4.7% |
| 3M | +13.1% | +2.3% | +10.8% | +11.6% |
| 6M | +2.3% | +14.3% | -12.0% | -4.8% |
| YTD | -2.7% | +19.3% | -22.0% | -11.5% |
| 1Y | +0.9% | +22.6% | -21.7% | -9.8% |
| 3Y | +26.8% | +53.5% | -26.7% | -1.3% |
| 5Y | -19.5% | +39.9% | -59.4% | -35.0% |
| 10Y | +40.6% | +172.1% | -131.5% | -22.5% |
| All | +205.1% | +1,130.2% | -925.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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