+37.0%
MDT vs IWF
+422.7%
-385.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.1% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | +0.2% | -1.7% | +1.9% | +1.0% |
| 3M | +14.3% | +0.7% | +13.6% | +13.2% |
| 6M | +4.0% | +8.6% | -4.6% | -1.4% |
| YTD | -3.7% | +3.5% | -7.2% | -6.5% |
| 1Y | -0.4% | +7.0% | -7.4% | -5.3% |
| 3Y | +23.3% | +76.3% | -53.0% | -15.7% |
| 5Y | -18.9% | +74.8% | -93.6% | -45.3% |
| All | +37.0% | +422.7% | -385.7% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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