+24.6%
MDT vs DD
+42.2%
-17.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.1% |
| 7D | -0.3% | -3.8% | +3.5% | +0.3% |
| 30D | +2.8% | -9.2% | +12.0% | +4.4% |
| 3M | +13.1% | -9.0% | +22.1% | +14.7% |
| 6M | +2.3% | -5.0% | +7.3% | +2.5% |
| YTD | -2.7% | +7.4% | -10.1% | -5.2% |
| 1Y | +0.9% | +35.1% | -34.3% | -6.7% |
| All | +24.6% | +42.2% | -17.6% | +10.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling