-26.7%
DT vs MDY
+43.9%
-70.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +2.6% |
| 7D | -2.5% | -2.5% | 0.0% | -0.1% |
| 30D | +3.5% | -5.0% | +8.6% | +8.9% |
| 3M | +26.7% | +0.5% | +26.3% | +25.5% |
| 6M | +36.1% | +8.0% | +28.1% | +24.0% |
| YTD | +18.6% | +12.2% | +6.5% | +3.3% |
| 1Y | +7.9% | +14.0% | -6.1% | -7.9% |
| 3Y | +8.6% | +48.2% | -39.6% | -33.7% |
| 5Y | -26.7% | +46.1% | -72.7% | -52.8% |
| All | -26.7% | +43.9% | -70.6% | -52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling