+10.5%
MDT vs DLR
+13.8%
-3.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +1.9% |
| 7D | +1.0% | +3.3% | -2.3% | +0.9% |
| 30D | +9.2% | +4.6% | +4.6% | +8.9% |
| 3M | +14.5% | -8.3% | +22.8% | +15.2% |
| 6M | +37.3% | -5.6% | +42.9% | +37.4% |
| YTD | +9.8% | +18.7% | -8.9% | +10.6% |
| 1Y | +10.5% | +17.1% | -6.6% | +12.0% |
| All | +10.5% | +13.8% | -3.3% | +12.0% |
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