+70.1%
MDT vs IP
+20.8%
+49.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.4% | +1.5% |
| 7D | +1.0% | -0.3% | +1.3% | +1.1% |
| 30D | +9.2% | +7.9% | +1.2% | +6.8% |
| 3M | +14.5% | -15.3% | +29.8% | +19.4% |
| 6M | +37.3% | +10.5% | +26.8% | +32.2% |
| YTD | +9.8% | -9.4% | +19.2% | +10.2% |
| 1Y | +10.5% | -4.6% | +15.2% | +9.1% |
| 3Y | +57.4% | +21.2% | +36.2% | +35.8% |
| 5Y | +1.2% | -13.3% | +14.5% | -3.4% |
| All | +70.1% | +20.8% | +49.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling