+55.5%
MDT vs DRI
+68.4%
-12.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.1% |
| 30D | +10.5% | +14.7% | -4.2% | +8.0% |
| 3M | +13.0% | +5.4% | +7.5% | +11.8% |
| 6M | +38.7% | +18.8% | +19.8% | +34.6% |
| YTD | +8.5% | +28.4% | -19.9% | +3.7% |
| 1Y | +10.0% | +37.7% | -27.6% | +3.9% |
| All | +55.5% | +68.4% | -12.8% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling