+57.5%
MDT vs IP
+12.9%
+44.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.4% |
| 7D | +8.0% | -5.0% | +12.9% | +8.7% |
| 30D | +20.4% | +6.5% | +13.8% | +19.4% |
| 3M | +22.9% | -18.0% | +41.0% | +25.9% |
| 6M | +37.1% | +10.3% | +26.8% | +35.2% |
| YTD | +11.9% | -9.9% | +21.8% | +12.6% |
| 1Y | +19.8% | -1.1% | +20.9% | +18.9% |
| All | +57.5% | +12.9% | +44.6% | +53.7% |
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 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