+37.0%
MDT vs ITW
+194.8%
-157.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | +0.2% | -8.3% | +8.5% | +4.4% |
| 3M | +14.3% | +6.0% | +8.2% | +10.9% |
| 6M | +4.0% | 0.0% | +4.0% | +3.6% |
| YTD | -3.7% | +10.2% | -13.9% | -8.8% |
| 1Y | -0.4% | +3.2% | -3.6% | -2.8% |
| 3Y | +23.3% | +21.0% | +2.3% | +10.0% |
| 5Y | -18.9% | +37.9% | -56.8% | -33.7% |
| All | +37.0% | +194.8% | -157.8% | -16.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling