-19.5%
MDT vs DD
+59.3%
-78.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | 0.0% |
| 7D | -0.3% | -3.8% | +3.5% | +0.5% |
| 30D | +2.8% | -9.2% | +12.0% | +4.9% |
| 3M | +13.1% | -9.0% | +22.1% | +15.2% |
| 6M | +2.3% | -5.0% | +7.3% | +2.7% |
| YTD | -2.7% | +7.4% | -10.1% | -5.6% |
| 1Y | +0.9% | +35.1% | -34.3% | -7.9% |
| 3Y | +26.8% | +43.2% | -16.4% | +11.4% |
| 5Y | -19.5% | +59.6% | -79.1% | -32.7% |
| All | -19.5% | +59.3% | -78.8% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling