+295.6%
MDT vs DG
+614.5%
-318.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.0% | +0.3% | +0.7% | +1.0% |
| 30D | +9.2% | +3.2% | +5.9% | +8.6% |
| 3M | +14.5% | +10.4% | +4.1% | +12.6% |
| 6M | +37.3% | +33.2% | +4.1% | +30.8% |
| YTD | +9.8% | +3.0% | +6.8% | +8.7% |
| 1Y | +10.5% | +31.2% | -20.7% | +4.9% |
| 3Y | +57.4% | +21.8% | +35.6% | +46.9% |
| 5Y | +1.2% | -35.0% | +36.1% | +4.9% |
| 10Y | +63.2% | +106.0% | -42.8% | +30.7% |
| All | +295.6% | +614.5% | -318.9% | +130.0% |
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