+7,830.4%
MDT vs DINO
+20,012.7%
-12,182.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.8% | -4.6% | -2.2% |
| 7D | +0.4% | +4.2% | -3.8% | -0.1% |
| 30D | +6.0% | +33.9% | -27.9% | +2.3% |
| 3M | +15.5% | +50.5% | -35.0% | +9.7% |
| 6M | +3.4% | +95.2% | -91.8% | -5.2% |
| YTD | -2.2% | +140.6% | -142.7% | -12.9% |
| 1Y | +2.6% | +119.0% | -116.4% | -7.7% |
| 3Y | +27.5% | +100.4% | -72.9% | +14.4% |
| 5Y | -20.1% | +324.6% | -344.7% | -36.1% |
| 10Y | +39.1% | +485.3% | -446.2% | +1.6% |
| All | +7,830.4% | +20,012.7% | -12,182.3% | +3,898.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling