+0.9%
MDT vs IOT
+54.1%
-53.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.6% | -0.7% |
| 7D | -3.4% | -4.5% | +1.1% | -3.2% |
| 30D | +0.2% | -2.4% | +2.7% | +0.3% |
| 3M | +14.3% | +19.0% | -4.7% | +13.1% |
| 6M | +4.0% | +19.6% | -15.6% | +2.7% |
| YTD | -3.7% | +8.3% | -11.9% | -4.5% |
| 1Y | -0.4% | -0.8% | +0.4% | -0.9% |
| 3Y | +23.3% | +24.4% | -1.1% | +18.3% |
| All | +0.9% | +54.1% | -53.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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