+61,719.3%
DHR vs MDT
+8,767.7%
+52,951.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.2% |
| 7D | +1.2% | +1.0% | +0.2% | +0.9% |
| 30D | +3.7% | +9.2% | -5.5% | +0.7% |
| 3M | +14.5% | +14.5% | 0.0% | +9.3% |
| 6M | +40.9% | +37.3% | +3.6% | +26.9% |
| YTD | +2.4% | +9.8% | -7.4% | -1.2% |
| 1Y | +6.1% | +10.5% | -4.4% | +2.2% |
| 3Y | +21.0% | +57.4% | -36.4% | +4.2% |
| 5Y | -11.4% | +1.2% | -12.6% | -13.3% |
| 10Y | +241.8% | +63.2% | +178.6% | +186.7% |
| All | +61,719.3% | +8,767.7% | +52,951.6% | +19,334.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling