+117.6%
DT vs MDY
+110.1%
+7.5%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.8% | -1.7% |
| 7D | -3.3% | +0.1% | -3.4% | -3.4% |
| 30D | +2.0% | -1.5% | +3.5% | +3.3% |
| 3M | +20.0% | +0.8% | +19.2% | +18.7% |
| 6M | +39.3% | +7.4% | +31.9% | +28.9% |
| YTD | +19.8% | +15.2% | +4.6% | +3.6% |
| 1Y | +4.3% | +16.5% | -12.3% | -10.9% |
| 3Y | +7.7% | +46.8% | -39.1% | -27.1% |
| 5Y | -26.8% | +46.0% | -72.9% | -49.2% |
| All | +117.6% | +110.1% | +7.5% | +13.2% |
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