+19.9%
MDT vs DG
+45.3%
-25.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.5% | -2.4% | +4.2% |
| 7D | +10.7% | +12.3% | -1.5% | +8.0% |
| 30D | +19.3% | +19.3% | 0.0% | +15.1% |
| 3M | +22.8% | +11.9% | +10.9% | +19.7% |
| 6M | +36.4% | +25.0% | +11.4% | +30.7% |
| YTD | +12.1% | +8.7% | +3.3% | +9.8% |
| 1Y | +19.9% | +44.7% | -24.8% | +13.4% |
| All | +19.9% | +45.3% | -25.3% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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