-19.5%
MDT vs DRI
+68.4%
-87.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.3% | -4.8% | +4.5% | +0.8% |
| 30D | +2.8% | -3.9% | +6.7% | +3.7% |
| 3M | +13.1% | +5.1% | +8.0% | +11.7% |
| 6M | +2.3% | +5.5% | -3.2% | +0.8% |
| YTD | -2.7% | +16.5% | -19.2% | -6.6% |
| 1Y | +0.9% | +2.0% | -1.1% | -0.4% |
| 3Y | +26.8% | +54.5% | -27.7% | +10.5% |
| 5Y | -19.5% | +66.6% | -86.0% | -32.3% |
| All | -19.5% | +68.4% | -87.9% | -32.3% |
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