+38.0%
MDT vs DLR
+172.7%
-134.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.2% |
| 7D | -1.6% | -1.3% | -0.3% | -1.3% |
| 30D | +1.0% | -2.9% | +3.9% | +1.6% |
| 3M | +15.2% | +3.2% | +12.0% | +13.9% |
| 6M | +3.7% | +3.9% | -0.2% | +2.2% |
| YTD | -3.0% | +21.4% | -24.4% | -8.0% |
| 1Y | +2.5% | +9.7% | -7.2% | -0.6% |
| 3Y | +26.5% | +56.5% | -30.1% | +9.2% |
| 5Y | -18.3% | +41.5% | -59.8% | -28.7% |
| All | +38.0% | +172.7% | -134.7% | +6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling