+7,983.2%
MDT vs DD
+961.9%
+7,021.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.8% | +1.1% |
| 7D | +3.2% | -3.5% | +6.7% | +4.2% |
| 30D | +9.5% | -10.3% | +19.8% | +12.6% |
| 3M | +16.0% | -7.5% | +23.5% | +18.1% |
| 6M | +0.2% | -8.0% | +8.2% | +1.7% |
| YTD | -0.3% | +10.5% | -10.7% | -3.9% |
| 1Y | +4.7% | +38.3% | -33.6% | -5.2% |
| 3Y | +26.5% | +42.5% | -15.9% | +11.4% |
| 5Y | -18.2% | +60.2% | -78.4% | -31.3% |
| 10Y | +40.0% | +68.9% | -28.8% | +10.4% |
| All | +7,983.2% | +961.9% | +7,021.3% | +3,059.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling