+240.0%
MDT vs IWD
+745.7%
-505.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +2.7% | +1.6% | +1.2% | +1.6% |
| 30D | +14.8% | +3.6% | +11.2% | +12.0% |
| 3M | +14.6% | +2.0% | +12.5% | +13.0% |
| 6M | +35.7% | +13.1% | +22.7% | +24.3% |
| YTD | +8.5% | +26.2% | -17.7% | -8.4% |
| 1Y | +13.3% | +29.6% | -16.3% | -6.2% |
| 3Y | +58.6% | +84.3% | -25.7% | +1.4% |
| 5Y | -2.6% | +73.4% | -76.0% | -35.1% |
| 10Y | +60.0% | +202.4% | -142.5% | -27.5% |
| All | +240.0% | +745.7% | -505.6% | -24.3% |
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