+2.7%
MDT vs DOW
-28.2%
+30.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | +1.0% | +5.2% | -4.2% | +0.2% |
| 30D | +9.2% | +13.2% | -4.0% | +6.8% |
| 3M | +14.5% | +10.1% | +4.4% | +12.4% |
| 6M | +37.3% | -13.1% | +50.4% | +39.9% |
| YTD | +9.8% | +46.1% | -36.3% | -1.1% |
| 1Y | +10.5% | +50.0% | -39.5% | -1.3% |
| 3Y | +57.4% | -20.2% | +77.7% | +61.6% |
| All | +2.7% | -28.2% | +30.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling