+23.3%
MDT vs ITW
+20.2%
+3.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.2% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | +0.2% | -8.3% | +8.5% | +3.7% |
| 3M | +14.3% | +6.0% | +8.2% | +11.5% |
| 6M | +4.0% | 0.0% | +4.0% | +3.7% |
| YTD | -3.7% | +10.2% | -13.9% | -8.0% |
| 1Y | -0.4% | +3.2% | -3.6% | -2.3% |
| 3Y | +23.3% | +21.0% | +2.3% | +11.7% |
| All | +23.3% | +20.2% | +3.1% | +11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling