+1,129.1%
DIA vs MDT
+549.1%
+580.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.7% | -1.0% |
| 7D | -0.2% | +3.2% | -3.4% | -1.4% |
| 30D | -1.5% | +9.5% | -11.0% | -4.9% |
| 3M | +3.8% | +16.0% | -12.2% | -2.3% |
| 6M | +10.3% | +0.2% | +10.1% | +9.4% |
| YTD | +12.1% | -0.3% | +12.4% | +11.2% |
| 1Y | +18.6% | +4.7% | +13.9% | +15.3% |
| 3Y | +60.6% | +26.5% | +34.1% | +43.6% |
| 5Y | +64.4% | -18.2% | +82.6% | +71.4% |
| 10Y | +250.1% | +40.0% | +210.1% | +194.4% |
| All | +1,129.1% | +549.1% | +580.0% | +485.9% |
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