+37.0%
MDT vs DG
+101.8%
-64.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.0% | -0.9% |
| 7D | -3.4% | -6.5% | +3.1% | -2.5% |
| 30D | +0.2% | +4.2% | -3.9% | -0.4% |
| 3M | +14.3% | +9.5% | +4.7% | +12.8% |
| 6M | +4.0% | -13.1% | +17.1% | +5.5% |
| YTD | -3.7% | -4.8% | +1.2% | -3.4% |
| 1Y | -0.4% | +20.6% | -21.0% | -3.4% |
| 3Y | +23.3% | +4.9% | +18.4% | +19.3% |
| 5Y | -18.9% | -37.9% | +19.0% | -14.9% |
| All | +37.0% | +101.8% | -64.8% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling