+8,972.9%
MDT vs IP
+327.4%
+8,645.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.8% | +0.8% |
| 7D | +8.0% | -5.0% | +12.9% | +9.3% |
| 30D | +20.4% | +6.5% | +13.8% | +18.4% |
| 3M | +22.9% | -18.0% | +41.0% | +28.6% |
| 6M | +37.1% | +10.3% | +26.8% | +32.6% |
| YTD | +11.9% | -9.9% | +21.8% | +12.5% |
| 1Y | +19.8% | -1.1% | +20.9% | +17.5% |
| 3Y | +59.4% | +13.0% | +46.4% | +46.4% |
| 5Y | 0.0% | -12.3% | +12.3% | -3.3% |
| 10Y | +66.2% | +26.8% | +39.4% | +41.5% |
| All | +8,972.9% | +327.4% | +8,645.5% | +4,116.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling