-18.3%
MDT vs DINO
+319.5%
-337.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | +1.0% | +25.9% | -24.9% | -0.5% |
| 3M | +15.2% | +53.2% | -38.0% | +11.9% |
| 6M | +3.7% | +105.5% | -101.8% | -1.8% |
| YTD | -3.0% | +139.2% | -142.2% | -9.7% |
| 1Y | +2.5% | +117.4% | -114.9% | -3.8% |
| 3Y | +26.5% | +99.3% | -72.8% | +17.4% |
| 5Y | -18.3% | +333.0% | -351.3% | -28.6% |
| All | -18.3% | +319.5% | -337.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 5y: compounded portfolio wealth divided by compounded DINO 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…
5y analysis · Full analysis span regression · 6 months rolling