+70.1%
MDT vs IWD
+203.0%
-132.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.6% | +1.7% |
| 7D | +1.0% | +2.3% | -1.2% | -0.9% |
| 30D | +9.2% | +3.6% | +5.6% | +5.9% |
| 3M | +14.5% | +2.2% | +12.3% | +12.5% |
| 6M | +37.3% | +13.0% | +24.3% | +23.7% |
| YTD | +9.8% | +26.5% | -16.7% | -10.5% |
| 1Y | +10.5% | +30.1% | -19.6% | -12.2% |
| 3Y | +57.4% | +84.9% | -27.4% | -8.8% |
| 5Y | +1.2% | +73.4% | -72.2% | -38.3% |
| All | +70.1% | +203.0% | -132.9% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling