+212.6%
MDT vs IWF
+727.1%
-514.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.2% | +1.2% |
| 7D | +3.2% | +0.5% | +2.7% | +2.9% |
| 30D | +9.5% | -0.4% | +9.9% | +9.6% |
| 3M | +16.0% | -2.6% | +18.6% | +16.9% |
| 6M | +0.2% | +9.1% | -8.9% | -5.7% |
| YTD | -0.3% | +4.5% | -4.8% | -4.0% |
| 1Y | +4.7% | +10.1% | -5.4% | -2.5% |
| 3Y | +26.5% | +77.6% | -51.1% | -14.3% |
| 5Y | -18.2% | +73.7% | -91.9% | -45.1% |
| 10Y | +40.0% | +411.5% | -371.5% | -52.9% |
| All | +212.6% | +727.1% | -514.4% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling