+38.0%
MDT vs DRI
+348.7%
-310.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | 0.0% |
| 7D | -1.6% | -4.8% | +3.2% | -0.2% |
| 30D | +1.0% | -5.2% | +6.2% | +2.5% |
| 3M | +15.2% | +2.7% | +12.5% | +14.2% |
| 6M | +3.7% | +3.6% | +0.1% | +2.3% |
| YTD | -3.0% | +15.4% | -18.4% | -7.5% |
| 1Y | +2.5% | +1.3% | +1.2% | +1.1% |
| 3Y | +26.5% | +53.1% | -26.7% | +8.6% |
| 5Y | -18.3% | +64.6% | -82.8% | -32.5% |
| All | +38.0% | +348.7% | -310.7% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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