+53.0%
MDT vs IP
+13.9%
+39.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.0% |
| 7D | +5.4% | -5.1% | +10.5% | +6.1% |
| 30D | +19.1% | +8.5% | +10.5% | +17.8% |
| 3M | +19.5% | -13.8% | +33.3% | +21.6% |
| 6M | +33.5% | +5.7% | +27.7% | +32.3% |
| YTD | +8.7% | -9.1% | +17.8% | +9.2% |
| 1Y | +16.8% | -0.8% | +17.6% | +15.8% |
| 3Y | +53.0% | +14.8% | +38.2% | +49.1% |
| All | +53.0% | +13.9% | +39.1% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling