+40.6%
MDT vs IWD
+195.0%
-154.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | 0.0% |
| 7D | -0.3% | -1.2% | +0.9% | +0.7% |
| 30D | +2.8% | -1.6% | +4.4% | +4.3% |
| 3M | +13.1% | +7.0% | +6.1% | +6.7% |
| 6M | +2.3% | +17.0% | -14.6% | -10.7% |
| YTD | -2.7% | +21.6% | -24.3% | -18.0% |
| 1Y | +0.9% | +28.0% | -27.1% | -18.7% |
| 3Y | +26.8% | +70.6% | -43.7% | -21.2% |
| 5Y | -19.5% | +73.3% | -92.8% | -50.9% |
| 10Y | +40.6% | +200.5% | -159.9% | -46.5% |
| All | +40.6% | +195.0% | -154.4% | -46.5% |
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