+64.1%
DIA vs MDT
-19.6%
+83.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | -2.1% | +6.0% | -8.1% | -3.9% |
| 3M | +4.2% | +15.5% | -11.4% | -0.8% |
| 6M | +11.9% | +3.4% | +8.5% | +10.5% |
| YTD | +10.8% | -2.2% | +13.0% | +11.2% |
| 1Y | +17.5% | +2.6% | +14.9% | +15.8% |
| 3Y | +59.9% | +27.5% | +32.4% | +44.3% |
| 5Y | +64.1% | -20.1% | +84.2% | +75.4% |
| All | +64.1% | -19.6% | +83.8% | +75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling