+14.6%
MDT vs IP
-2.1%
+16.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.9% | -1.9% | +0.6% |
| 7D | +3.5% | -3.0% | +6.6% | +3.9% |
| 30D | +16.2% | +10.6% | +5.6% | +14.7% |
| 3M | +18.9% | -13.6% | +32.5% | +20.7% |
| 6M | +37.3% | +10.4% | +26.9% | +36.3% |
| YTD | +9.7% | -6.5% | +16.2% | +9.2% |
| All | +14.6% | -2.1% | +16.7% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling