-18.2%
MDT vs INSM
+375.8%
-394.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.8% |
| 7D | -3.4% | +2.5% | -5.9% | -3.5% |
| 30D | +0.2% | -2.2% | +2.4% | +0.3% |
| 3M | +14.3% | +33.8% | -19.5% | +12.8% |
| 6M | +4.0% | -7.2% | +11.2% | +3.8% |
| YTD | -3.7% | -25.6% | +22.0% | -3.1% |
| 1Y | -0.4% | -11.2% | +10.9% | -0.6% |
| 3Y | +23.3% | +388.3% | -365.0% | +14.5% |
| All | -18.2% | +375.8% | -394.0% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INSM.
Daily Out/Under-Performance
Portfolio return minus INSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INSM 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 5y: compounded portfolio wealth divided by compounded INSM 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…
5y analysis · Full analysis span regression · 6 months rolling