-18.3%
MDT vs IWF
+71.2%
-89.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | +1.0% | -1.8% | +2.9% | +1.6% |
| 3M | +15.2% | +1.5% | +13.7% | +14.3% |
| 6M | +3.7% | +7.7% | -4.0% | +0.6% |
| YTD | -3.0% | +2.7% | -5.7% | -4.5% |
| 1Y | +2.5% | +6.8% | -4.3% | -0.7% |
| 3Y | +26.5% | +76.9% | -50.4% | -2.3% |
| 5Y | -18.3% | +73.4% | -91.7% | -38.3% |
| All | -18.3% | +71.2% | -89.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling