+60.0%
MDT vs D
+44.7%
+15.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +2.7% | +2.4% | +0.4% | +1.9% |
| 30D | +14.8% | +10.9% | +3.9% | +10.4% |
| 3M | +14.6% | +2.8% | +11.7% | +13.3% |
| 6M | +35.7% | +12.7% | +23.0% | +29.3% |
| YTD | +8.5% | +20.3% | -11.9% | +0.5% |
| 1Y | +13.3% | +17.1% | -3.8% | +5.9% |
| 3Y | +58.6% | +75.1% | -16.6% | +24.6% |
| 5Y | -2.6% | +13.1% | -15.8% | -9.3% |
| 10Y | +60.0% | +48.3% | +11.7% | +40.0% |
| All | +60.0% | +44.7% | +15.2% | +40.0% |
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