+19.9%
MDT vs ITW
+24.0%
-4.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.8% | +5.2% |
| 7D | +10.7% | +6.3% | +4.4% | +8.2% |
| 30D | +19.3% | +11.1% | +8.2% | +14.9% |
| 3M | +22.8% | +0.1% | +22.7% | +22.3% |
| 6M | +36.4% | +18.1% | +18.3% | +29.1% |
| YTD | +12.1% | +21.4% | -9.3% | +5.5% |
| 1Y | +19.9% | +22.9% | -2.9% | +12.1% |
| All | +19.9% | +24.0% | -4.1% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 1y: compounded portfolio wealth divided by compounded ITW 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…
1y analysis · Full analysis span regression · 6 months rolling