+7,983.2%
MDT vs D
+2,347.4%
+5,635.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.6% | +1.3% |
| 7D | +3.2% | +1.5% | +1.8% | +2.7% |
| 30D | +9.5% | -2.6% | +12.1% | +10.5% |
| 3M | +16.0% | 0.0% | +16.0% | +15.9% |
| 6M | +0.2% | +7.4% | -7.1% | -2.7% |
| YTD | -0.3% | +15.9% | -16.1% | -6.0% |
| 1Y | +4.7% | +18.1% | -13.4% | -2.1% |
| 3Y | +26.5% | +58.4% | -31.8% | +4.6% |
| 5Y | -18.2% | +5.2% | -23.4% | -22.1% |
| 10Y | +40.0% | +35.9% | +4.2% | +18.5% |
| All | +7,983.2% | +2,347.4% | +5,635.8% | +2,116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling