+26.8%
MDT vs DOW
-15.8%
+42.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.0% | +4.2% | +1.9% |
| 7D | +3.2% | -2.4% | +5.6% | +3.8% |
| 30D | +9.5% | +0.4% | +9.1% | +9.2% |
| 3M | +16.0% | -14.4% | +30.4% | +20.2% |
| 6M | +0.2% | -7.0% | +7.2% | 0.0% |
| YTD | -0.3% | +30.2% | -30.5% | -10.7% |
| 1Y | +4.7% | +29.2% | -24.5% | -6.9% |
| 3Y | +26.5% | -36.7% | +63.2% | +38.0% |
| 5Y | -18.2% | -37.7% | +19.5% | -12.0% |
| All | +26.8% | -15.8% | +42.6% | +1.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling