-18.5%
MDT vs IWD
+75.3%
-93.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.7% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | +9.5% | +0.6% | +8.9% | +9.0% |
| 3M | +16.0% | +7.2% | +8.8% | +9.9% |
| 6M | +0.2% | +16.2% | -16.0% | -10.9% |
| YTD | -0.3% | +23.3% | -23.6% | -15.5% |
| 1Y | +4.7% | +29.6% | -24.8% | -14.7% |
| 3Y | +26.5% | +70.5% | -43.9% | -17.9% |
| All | -18.5% | +75.3% | -93.8% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling