+1,237.7%
MDT vs IVZ
+1,090.9%
+146.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | +0.4% | +1.1% | -0.7% | +0.1% |
| 30D | +6.0% | +3.1% | +2.9% | +5.3% |
| 3M | +15.5% | +18.2% | -2.6% | +11.1% |
| 6M | +3.4% | +38.6% | -35.2% | -4.2% |
| YTD | -2.2% | +25.9% | -28.1% | -7.8% |
| 1Y | +2.6% | +51.7% | -49.1% | -7.3% |
| 3Y | +27.5% | +138.7% | -111.1% | +2.2% |
| 5Y | -20.1% | +62.8% | -82.8% | -32.0% |
| 10Y | +39.1% | +60.9% | -21.9% | +10.2% |
| All | +1,237.7% | +1,090.9% | +146.8% | +477.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling