+70.1%
MDT vs DAR
+311.7%
-241.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.6% |
| 7D | +1.0% | +11.6% | -10.5% | -1.1% |
| 30D | +9.2% | -10.2% | +19.4% | +11.2% |
| 3M | +14.5% | -14.8% | +29.3% | +17.6% |
| 6M | +37.3% | -10.1% | +47.4% | +39.0% |
| YTD | +9.8% | +55.5% | -45.7% | -0.9% |
| 1Y | +10.5% | +61.7% | -51.1% | -1.2% |
| 3Y | +57.4% | +37.2% | +20.3% | +39.9% |
| 5Y | +1.2% | -26.9% | +28.1% | +1.4% |
| All | +70.1% | +311.7% | -241.6% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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