-0.3%
MDT vs DRI
+78.6%
-78.9%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -3.2% | -0.7% | -2.5% | -3.0% |
| 30D | +10.5% | +14.7% | -4.2% | +7.2% |
| 3M | +13.0% | +5.4% | +7.5% | +11.5% |
| 6M | +38.7% | +18.8% | +19.8% | +33.0% |
| YTD | +8.5% | +28.4% | -19.9% | +1.8% |
| 1Y | +10.0% | +37.7% | -27.6% | +1.4% |
| 3Y | +58.6% | +68.0% | -9.4% | +35.7% |
| 5Y | -0.3% | +78.8% | -79.1% | -16.5% |
| All | -0.3% | +78.6% | -78.9% | -16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling