+57.5%
DIA vs MDT
-2.4%
+59.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | +0.9% | +2.7% | -1.8% | +0.1% |
| 30D | +1.1% | +14.8% | -13.7% | -3.1% |
| 3M | -2.9% | +14.6% | -17.4% | -7.0% |
| 6M | +5.9% | +35.7% | -29.8% | -4.3% |
| YTD | +9.8% | +8.5% | +1.3% | +6.6% |
| 1Y | +11.7% | +13.3% | -1.5% | +6.7% |
| 3Y | +59.5% | +58.6% | +1.0% | +33.6% |
| 5Y | +57.5% | -2.6% | +60.2% | +57.2% |
| All | +57.5% | -2.4% | +59.9% | +57.2% |
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