+1,105.4%
DIA vs MDT
+601.8%
+503.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +1.6% | -3.7% | +5.3% | +3.0% |
| 30D | +1.2% | +8.6% | -7.3% | -2.0% |
| 3M | -2.4% | +12.2% | -14.6% | -6.8% |
| 6M | +5.7% | +33.7% | -28.1% | -6.1% |
| YTD | +9.9% | +7.8% | +2.1% | +5.7% |
| 1Y | +9.8% | +8.9% | +0.9% | +5.0% |
| 3Y | +59.8% | +57.6% | +2.1% | +31.1% |
| 5Y | +57.7% | -0.7% | +58.4% | +52.4% |
| 10Y | +235.8% | +60.3% | +175.5% | +168.3% |
| All | +1,105.4% | +601.8% | +503.6% | +456.6% |
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