+61.8%
MDT vs IP
+20.2%
+41.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +20.9% |
| 6M | +37.3% | +10.4% | +26.9% | +35.4% |
| YTD | +9.7% | -6.5% | +16.2% | +9.8% |
| 1Y | +15.2% | -2.1% | +17.3% | +14.5% |
| 3Y | +61.8% | +22.0% | +39.8% | +59.3% |
| All | +61.8% | +20.2% | +41.6% | +59.3% |
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