+17.1%
DT vs MDLN
-7.5%
+24.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +1.3% |
| 7D | -2.5% | -11.5% | +8.9% | -3.2% |
| 30D | +3.5% | -7.6% | +11.1% | +3.2% |
| 3M | +26.7% | -11.4% | +38.1% | +25.0% |
| 6M | +36.1% | -24.5% | +60.6% | +34.7% |
| YTD | +18.6% | -22.9% | +41.5% | +15.4% |
| All | +17.1% | -7.5% | +24.6% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 3y: compounded portfolio wealth divided by compounded MDLN 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…
3y analysis · Full analysis span regression · 6 months rolling