+37.0%
MDT vs DOV
+300.2%
-263.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | -3.4% | -2.0% | -1.4% | -2.6% |
| 30D | +0.2% | -8.9% | +9.1% | +4.0% |
| 3M | +14.3% | -13.3% | +27.5% | +20.4% |
| 6M | +4.0% | -9.7% | +13.7% | +7.4% |
| YTD | -3.7% | -2.5% | -1.2% | -4.1% |
| 1Y | -0.4% | +7.2% | -7.6% | -5.3% |
| 3Y | +23.3% | +39.4% | -16.1% | +0.8% |
| 5Y | -18.9% | +15.8% | -34.7% | -29.0% |
| All | +37.0% | +300.2% | -263.2% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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