+5.3%
DT vs MDY
+48.5%
-43.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -1.6% | -1.9% | +0.3% | -0.4% |
| 30D | +3.0% | -4.6% | +7.7% | +6.4% |
| 3M | +26.5% | -1.2% | +27.7% | +27.2% |
| 6M | +35.9% | +9.2% | +26.7% | +26.3% |
| YTD | +17.8% | +13.1% | +4.8% | +6.2% |
| 1Y | +4.1% | +13.0% | -8.9% | -6.3% |
| 3Y | +5.3% | +49.2% | -43.9% | -25.1% |
| All | +5.3% | +48.5% | -43.2% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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