+30.0%
MDT vs DAR
+11.6%
+18.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +3.2% | +1.4% | +1.9% | +3.1% |
| 30D | +9.5% | +12.8% | -3.3% | +8.6% |
| 3M | +16.0% | +7.4% | +8.6% | +15.3% |
| 6M | +0.2% | +22.3% | -22.1% | -1.4% |
| YTD | -0.3% | +81.1% | -81.4% | -5.0% |
| 1Y | +4.7% | +106.5% | -101.8% | -1.4% |
| All | +30.0% | +11.6% | +18.4% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling