-0.4%
MDT vs IVZ
+49.7%
-50.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | -3.4% | -2.4% | -1.0% | -3.2% |
| 30D | +0.2% | +3.0% | -2.8% | 0.0% |
| 3M | +14.3% | +14.9% | -0.6% | +12.9% |
| 6M | +4.0% | +36.7% | -32.7% | +0.5% |
| YTD | -3.7% | +25.7% | -29.3% | -7.2% |
| 1Y | -0.4% | +47.7% | -48.1% | -7.4% |
| All | -0.4% | +49.7% | -50.0% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling