+7,787.5%
MDT vs DE
+14,495.7%
-6,708.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -0.3% | -3.0% | +2.7% | +0.4% |
| 30D | +2.8% | +11.1% | -8.4% | 0.0% |
| 3M | +13.1% | +17.6% | -4.5% | +8.3% |
| 6M | +2.3% | +13.6% | -11.3% | -1.4% |
| YTD | -2.7% | +46.3% | -49.0% | -12.3% |
| 1Y | +0.9% | +44.2% | -43.3% | -8.9% |
| 3Y | +26.8% | +76.6% | -49.8% | +7.6% |
| 5Y | -19.5% | +98.2% | -117.7% | -35.0% |
| 10Y | +40.6% | +863.5% | -822.9% | -23.7% |
| All | +7,787.5% | +14,495.7% | -6,708.3% | +2,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling