+57.4%
MDT vs DLR
+54.1%
+3.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.0% |
| 7D | +1.0% | +3.3% | -2.3% | +0.7% |
| 30D | +9.2% | +4.6% | +4.6% | +8.7% |
| 3M | +14.5% | -8.3% | +22.8% | +15.4% |
| 6M | +37.3% | -5.6% | +42.9% | +37.7% |
| YTD | +9.8% | +18.7% | -8.9% | +7.5% |
| 1Y | +10.5% | +17.1% | -6.6% | +8.4% |
| 3Y | +57.4% | +54.4% | +3.1% | +46.4% |
| All | +57.4% | +54.1% | +3.4% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling