+251.0%
DIA vs MDT
+38.9%
+212.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -1.2% | -0.3% | -0.9% | -1.1% |
| 30D | -2.7% | +2.8% | -5.5% | -4.0% |
| 3M | +3.3% | +13.1% | -9.8% | -2.9% |
| 6M | +10.4% | +2.3% | +8.1% | +8.5% |
| YTD | +10.0% | -2.7% | +12.7% | +10.3% |
| 1Y | +16.2% | +0.9% | +15.3% | +14.2% |
| 3Y | +58.7% | +26.8% | +31.9% | +36.9% |
| 5Y | +63.6% | -19.5% | +83.0% | +76.8% |
| 10Y | +251.0% | +40.6% | +210.5% | +182.5% |
| All | +251.0% | +38.9% | +212.2% | +182.5% |
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