+194.8%
MDT vs DLR
+3,595.7%
-3,400.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | +3.2% | +1.6% | +1.6% | +2.9% |
| 30D | +9.5% | -3.4% | +12.9% | +10.2% |
| 3M | +16.0% | +0.5% | +15.5% | +15.5% |
| 6M | +0.2% | +4.6% | -4.4% | -1.1% |
| YTD | -0.3% | +23.4% | -23.7% | -5.0% |
| 1Y | +4.7% | +19.0% | -14.3% | +0.2% |
| 3Y | +26.5% | +56.5% | -30.0% | +12.6% |
| 5Y | -18.2% | +33.3% | -51.5% | -25.9% |
| 10Y | +40.0% | +165.1% | -125.1% | +8.4% |
| All | +194.8% | +3,595.7% | -3,400.8% | +60.3% |
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