+37.0%
MDT vs IVZ
+65.9%
-28.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.0% |
| 7D | -3.4% | -2.4% | -1.0% | -2.8% |
| 30D | +0.2% | +3.0% | -2.8% | -0.6% |
| 3M | +14.3% | +14.9% | -0.6% | +9.7% |
| 6M | +4.0% | +36.7% | -32.7% | -4.9% |
| YTD | -3.7% | +25.7% | -29.3% | -10.4% |
| 1Y | -0.4% | +47.7% | -48.1% | -11.5% |
| 3Y | +23.3% | +138.8% | -115.5% | -7.1% |
| 5Y | -18.9% | +62.1% | -81.0% | -33.8% |
| All | +37.0% | +65.9% | -28.9% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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