-12.8%
DT vs MDY
+56.8%
-69.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.1% | +2.3% | +0.9% | +1.6% |
| 30D | -29.5% | +2.0% | -31.5% | -30.4% |
| 3M | -11.7% | -5.6% | -6.1% | -8.4% |
| 6M | +29.0% | +1.3% | +27.7% | +27.3% |
| YTD | +3.4% | +12.3% | -9.0% | -6.2% |
| 1Y | -4.2% | +15.8% | -20.0% | -15.2% |
| 3Y | -12.8% | +56.5% | -69.3% | -35.0% |
| All | -12.8% | +56.8% | -69.6% | -35.0% |
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