+39.1%
MDT vs D
+35.9%
+3.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.1% |
| 7D | +0.4% | +0.8% | -0.4% | +0.1% |
| 30D | +6.0% | -0.7% | +6.7% | +6.3% |
| 3M | +15.5% | +2.1% | +13.4% | +14.6% |
| 6M | +3.4% | +6.8% | -3.4% | +0.5% |
| YTD | -2.2% | +16.5% | -18.7% | -8.3% |
| 1Y | +2.6% | +19.2% | -16.6% | -4.8% |
| 3Y | +27.5% | +61.9% | -34.3% | +3.0% |
| 5Y | -20.1% | +6.5% | -26.6% | -23.9% |
| 10Y | +39.1% | +35.3% | +3.8% | +21.9% |
| All | +39.1% | +35.9% | +3.2% | +21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling