+201.3%
MDT vs ITOT
+887.7%
-686.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -1.3% |
| 7D | -3.4% | -0.9% | -2.5% | -2.8% |
| 30D | +0.2% | -1.5% | +1.7% | +1.2% |
| 3M | +14.3% | +3.6% | +10.7% | +11.1% |
| 6M | +4.0% | +13.7% | -9.7% | -5.6% |
| YTD | -3.7% | +12.9% | -16.6% | -12.3% |
| 1Y | -0.4% | +17.2% | -17.5% | -11.9% |
| 3Y | +23.3% | +75.6% | -52.3% | -20.4% |
| 5Y | -18.9% | +75.5% | -94.4% | -48.3% |
| 10Y | +39.2% | +302.0% | -262.8% | -51.9% |
| All | +201.3% | +887.7% | -686.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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