+4.7%
MDT vs DLR
+19.9%
-15.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +1.6% | +1.6% | +3.1% |
| 30D | +9.5% | -3.4% | +12.9% | +9.8% |
| 3M | +16.0% | +0.5% | +15.5% | +15.7% |
| 6M | +0.2% | +4.6% | -4.4% | -0.1% |
| YTD | -0.3% | +23.4% | -23.7% | +0.2% |
| 1Y | +4.7% | +19.0% | -14.3% | +6.8% |
| All | +4.7% | +19.9% | -15.2% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling