+134.2%
DTE vs MDY
+177.2%
-43.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -2.6% | -1.9% | -0.7% | -1.6% |
| 30D | -4.4% | -4.6% | +0.2% | -1.9% |
| 3M | -8.3% | -1.2% | -7.1% | -7.8% |
| 6M | -8.1% | +9.2% | -17.3% | -12.8% |
| YTD | +4.4% | +13.1% | -8.6% | -3.1% |
| 1Y | +0.2% | +13.0% | -12.8% | -7.2% |
| 3Y | +42.6% | +49.2% | -6.6% | +9.6% |
| 5Y | +31.5% | +47.2% | -15.8% | -0.8% |
| All | +134.2% | +177.2% | -43.0% | +10.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling