-18.3%
MDT vs IVZ
+57.9%
-76.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | +1.0% | +2.5% | -1.5% | +0.5% |
| 3M | +15.2% | +17.1% | -1.9% | +11.1% |
| 6M | +3.7% | +35.1% | -31.5% | -3.3% |
| YTD | -3.0% | +24.3% | -27.3% | -8.3% |
| 1Y | +2.5% | +48.7% | -46.2% | -7.3% |
| 3Y | +26.5% | +135.6% | -109.2% | -0.4% |
| 5Y | -18.3% | +60.3% | -78.6% | -31.5% |
| All | -18.3% | +57.9% | -76.2% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling