+252.5%
MDT vs DG
+577.8%
-325.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | -1.2% |
| 7D | +0.4% | -2.5% | +2.8% | +0.8% |
| 30D | +6.0% | +1.0% | +5.0% | +5.8% |
| 3M | +15.5% | +20.3% | -4.8% | +12.1% |
| 6M | +3.4% | -11.7% | +15.1% | +5.0% |
| YTD | -2.2% | -2.3% | +0.2% | -2.3% |
| 1Y | +2.6% | +20.0% | -17.4% | -1.2% |
| 3Y | +27.5% | +7.2% | +20.3% | +21.6% |
| 5Y | -20.1% | -37.9% | +17.9% | -16.5% |
| 10Y | +39.1% | +107.3% | -68.2% | +10.9% |
| All | +252.5% | +577.8% | -325.3% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling