+53.0%
MDT vs IWD
+78.7%
-25.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.6% |
| 7D | +5.4% | -0.5% | +5.9% | +5.8% |
| 30D | +19.1% | +2.7% | +16.4% | +16.8% |
| 3M | +19.5% | +0.9% | +18.6% | +18.8% |
| 6M | +33.5% | +10.5% | +22.9% | +24.1% |
| YTD | +8.7% | +23.7% | -15.0% | -7.1% |
| 1Y | +16.8% | +28.7% | -11.9% | -3.2% |
| 3Y | +53.0% | +79.7% | -26.7% | -2.3% |
| All | +53.0% | +78.7% | -25.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling