+212.6%
MDT vs IWD
+726.5%
-513.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.6% |
| 7D | +3.2% | -0.3% | +3.5% | +3.4% |
| 30D | +9.5% | +0.6% | +8.9% | +9.1% |
| 3M | +16.0% | +7.2% | +8.8% | +10.3% |
| 6M | +0.2% | +16.2% | -16.0% | -10.1% |
| YTD | -0.3% | +23.3% | -23.6% | -14.4% |
| 1Y | +4.7% | +29.6% | -24.8% | -13.3% |
| 3Y | +26.5% | +70.5% | -43.9% | -14.5% |
| 5Y | -18.2% | +73.5% | -91.7% | -45.5% |
| 10Y | +40.0% | +198.3% | -158.3% | -35.9% |
| All | +212.6% | +726.5% | -513.9% | -29.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling