+224.6%
MDT vs DLR
+3,455.1%
-3,230.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.7% | +2.2% |
| 7D | +1.0% | +3.3% | -2.3% | +0.4% |
| 30D | +9.2% | +4.6% | +4.6% | +8.1% |
| 3M | +14.5% | -8.3% | +22.8% | +16.1% |
| 6M | +37.3% | -5.6% | +42.9% | +38.1% |
| YTD | +9.8% | +18.7% | -8.9% | +5.2% |
| 1Y | +10.5% | +17.1% | -6.6% | +6.1% |
| 3Y | +57.4% | +54.4% | +3.1% | +40.3% |
| 5Y | +1.2% | +36.5% | -35.3% | -9.0% |
| 10Y | +63.2% | +187.7% | -124.5% | +24.3% |
| All | +224.6% | +3,455.1% | -3,230.4% | +77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling