+58.6%
MDT vs DAR
+20.8%
+37.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -1.1% |
| 7D | +2.7% | -3.8% | +6.6% | +2.9% |
| 30D | +14.8% | -14.4% | +29.2% | +15.7% |
| 3M | +14.6% | -17.9% | +32.5% | +15.6% |
| 6M | +35.7% | -18.3% | +54.0% | +36.9% |
| YTD | +8.5% | +43.2% | -34.8% | +4.9% |
| 1Y | +13.3% | +57.7% | -44.4% | +8.7% |
| 3Y | +58.6% | +22.7% | +35.8% | +55.8% |
| All | +58.6% | +20.8% | +37.8% | +55.8% |
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