+9.5%
MDT vs IRE
-97.7%
+107.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -15.8% | +14.6% | -1.5% |
| 7D | +2.7% | -41.9% | +44.6% | +2.1% |
| 30D | +14.8% | -75.1% | +89.9% | +13.1% |
| 3M | +14.6% | -82.4% | +96.9% | +12.6% |
| 6M | +35.7% | -95.5% | +131.2% | +33.7% |
| YTD | +8.5% | -93.1% | +101.5% | +5.9% |
| 1Y | +13.3% | -97.8% | +111.1% | +9.8% |
| All | +9.5% | -97.7% | +107.3% | +6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling