+22.4%
MDT vs DOW
-17.0%
+39.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | -0.2% |
| 7D | -3.4% | -1.4% | -2.0% | -3.1% |
| 30D | +0.2% | -3.9% | +4.2% | +1.1% |
| 3M | +14.3% | -12.7% | +26.9% | +17.8% |
| 6M | +4.0% | -13.7% | +17.7% | +6.1% |
| YTD | -3.7% | +28.4% | -32.1% | -13.4% |
| 1Y | -0.4% | +21.8% | -22.1% | -9.8% |
| 3Y | +23.3% | -35.7% | +59.0% | +33.5% |
| 5Y | -18.9% | -36.8% | +17.9% | -13.3% |
| All | +22.4% | -17.0% | +39.4% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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