+87.8%
DT vs MDY
+104.9%
-17.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.1% | +2.3% | +0.9% | +1.0% |
| 30D | -29.5% | +2.0% | -31.5% | -30.8% |
| 3M | -11.7% | -5.6% | -6.1% | -7.1% |
| 6M | +29.0% | +1.3% | +27.7% | +26.8% |
| YTD | +3.4% | +12.3% | -9.0% | -8.6% |
| 1Y | -4.2% | +15.8% | -20.0% | -17.8% |
| 3Y | -12.8% | +56.5% | -69.3% | -44.8% |
| 5Y | -39.6% | +35.1% | -74.7% | -55.3% |
| All | +87.8% | +104.9% | -17.1% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling