+11.8%
DIA vs MDT
+11.9%
-0.1%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.7% | -0.1% |
| 7D | +2.1% | +1.0% | +1.1% | +2.0% |
| 30D | +1.5% | +9.2% | -7.7% | +0.3% |
| 3M | -2.4% | +14.5% | -16.9% | -4.1% |
| 6M | +6.0% | +37.3% | -31.3% | +1.8% |
| YTD | +10.1% | +9.8% | +0.3% | +8.3% |
| 1Y | +11.8% | +10.5% | +1.3% | +10.0% |
| All | +11.8% | +11.9% | -0.1% | +10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling