+57.9%
MDT vs IP
+26.3%
+31.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.1% |
| 7D | +5.4% | -5.1% | +10.5% | +6.9% |
| 30D | +19.1% | +8.5% | +10.5% | +16.4% |
| 3M | +19.5% | -13.8% | +33.3% | +23.9% |
| 6M | +33.5% | +5.7% | +27.7% | +30.1% |
| YTD | +8.7% | -9.1% | +17.8% | +9.0% |
| 1Y | +16.8% | -0.8% | +17.6% | +14.0% |
| 3Y | +53.0% | +14.8% | +38.2% | +34.8% |
| 5Y | -2.9% | -11.5% | +8.7% | -7.8% |
| All | +57.9% | +26.3% | +31.7% | +41.7% |
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