+203.8%
DHR vs MDT
+39.8%
+163.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.2% |
| 7D | -3.6% | -3.4% | -0.2% | -2.0% |
| 30D | -2.7% | +0.2% | -3.0% | -3.0% |
| 3M | +10.9% | +14.3% | -3.3% | +3.6% |
| 6M | +3.0% | +4.0% | -1.0% | +0.6% |
| YTD | -12.2% | -3.7% | -8.5% | -11.1% |
| 1Y | +3.3% | -0.4% | +3.7% | +2.7% |
| 3Y | -8.2% | +23.3% | -31.5% | -18.4% |
| 5Y | -29.9% | -18.9% | -11.0% | -25.2% |
| All | +203.8% | +39.8% | +163.9% | +148.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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