+1,401.5%
MDT vs IVZ
+973.1%
+428.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.4% |
| 7D | +1.0% | +7.6% | -6.6% | -0.5% |
| 30D | +9.2% | +4.3% | +4.8% | +8.0% |
| 3M | +14.5% | -9.3% | +23.8% | +16.5% |
| 6M | +37.3% | +5.2% | +32.1% | +34.8% |
| YTD | +9.8% | +13.4% | -3.6% | +5.5% |
| 1Y | +10.5% | +25.4% | -14.8% | +3.8% |
| 3Y | +57.4% | +152.5% | -95.1% | +24.4% |
| 5Y | +1.2% | +36.7% | -35.5% | -10.7% |
| 10Y | +63.2% | +45.0% | +18.3% | +32.1% |
| All | +1,401.5% | +973.1% | +428.4% | +560.2% |
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