+23.3%
MDT vs DGX
+96.4%
-73.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.2% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.5% |
| 3M | +14.3% | +15.8% | -1.5% | +9.2% |
| 6M | +4.0% | +18.2% | -14.2% | -1.4% |
| YTD | -3.7% | +37.2% | -40.9% | -13.0% |
| 1Y | -0.4% | +30.4% | -30.7% | -8.7% |
| 3Y | +23.3% | +96.7% | -73.4% | -0.9% |
| All | +23.3% | +96.4% | -73.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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