+37.0%
MDT vs DD
+66.6%
-29.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.6% |
| 7D | -3.4% | -3.5% | +0.1% | -2.4% |
| 30D | +0.2% | -11.7% | +11.9% | +4.0% |
| 3M | +14.3% | -9.2% | +23.5% | +17.4% |
| 6M | +4.0% | -7.2% | +11.2% | +5.4% |
| YTD | -3.7% | +6.6% | -10.3% | -7.0% |
| 1Y | -0.4% | +32.0% | -32.4% | -10.7% |
| 3Y | +23.3% | +42.1% | -18.8% | +4.8% |
| 5Y | -18.9% | +58.1% | -76.9% | -35.3% |
| All | +37.0% | +66.6% | -29.6% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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