+19.9%
MDT vs DE
+49.6%
-29.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.6% | +4.5% | +6.0% |
| 7D | +10.7% | +5.6% | +5.1% | +10.1% |
| 30D | +19.3% | -0.8% | +20.1% | +19.2% |
| 3M | +22.8% | +9.8% | +12.9% | +21.8% |
| 6M | +36.4% | +17.5% | +18.8% | +34.1% |
| YTD | +12.1% | +46.5% | -34.4% | +7.2% |
| 1Y | +19.9% | +46.1% | -26.2% | +14.8% |
| All | +19.9% | +49.6% | -29.7% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 1y: compounded portfolio wealth divided by compounded DE 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…
1y analysis · Full analysis span regression · 6 months rolling