+24.6%
MDT vs DG
+4.6%
+20.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.3% |
| 7D | -0.3% | -4.8% | +4.5% | +0.1% |
| 30D | +2.8% | +1.8% | +1.0% | +2.6% |
| 3M | +13.1% | +14.5% | -1.4% | +11.8% |
| 6M | +2.3% | -13.6% | +15.9% | +3.1% |
| YTD | -2.7% | -4.8% | +2.2% | -2.6% |
| 1Y | +0.9% | +21.6% | -20.7% | -0.7% |
| All | +24.6% | +4.6% | +20.0% | +17.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling