+57.4%
MDT vs IVZ
+152.3%
-94.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +1.0% | +7.6% | -6.6% | 0.0% |
| 30D | +9.2% | +4.3% | +4.8% | +8.4% |
| 3M | +14.5% | -9.3% | +23.8% | +15.8% |
| 6M | +37.3% | +5.2% | +32.1% | +35.4% |
| YTD | +9.8% | +13.4% | -3.6% | +6.4% |
| 1Y | +10.5% | +25.4% | -14.8% | +5.1% |
| 3Y | +57.4% | +152.5% | -95.1% | +37.1% |
| All | +57.4% | +152.3% | -94.9% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling