+2,204.7%
DTE vs MDY
+2,615.3%
-410.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.4% |
| 7D | 0.0% | -0.8% | +0.8% | +0.4% |
| 30D | -0.5% | -3.9% | +3.3% | +1.3% |
| 3M | -6.0% | 0.0% | -6.0% | -6.1% |
| 6M | -7.2% | +8.5% | -15.8% | -11.0% |
| YTD | +7.2% | +13.2% | -6.1% | +0.5% |
| 1Y | +4.1% | +15.0% | -11.0% | -3.3% |
| 3Y | +46.9% | +49.6% | -2.7% | +18.6% |
| 5Y | +32.9% | +46.0% | -13.1% | +6.7% |
| 10Y | +144.5% | +176.4% | -31.9% | +42.6% |
| All | +2,204.7% | +2,615.3% | -410.5% | +458.9% |
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 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