+8,801.5%
MDT vs DD
+1,141.0%
+7,660.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.4% | +2.0% |
| 7D | +1.0% | +5.0% | -3.9% | -0.3% |
| 30D | +9.2% | +19.7% | -10.5% | +4.0% |
| 3M | +14.5% | +7.2% | +7.3% | +12.1% |
| 6M | +37.3% | +1.0% | +36.3% | +36.0% |
| YTD | +9.8% | +29.1% | -19.3% | +1.4% |
| 1Y | +10.5% | +28.5% | -17.9% | +2.1% |
| 3Y | +57.4% | +89.4% | -32.0% | +28.5% |
| 5Y | +1.2% | +67.1% | -66.0% | -16.0% |
| 10Y | +63.2% | +97.5% | -34.3% | +23.3% |
| All | +8,801.5% | +1,141.0% | +7,660.6% | +3,231.7% |
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 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