+1,559.0%
MDT vs DRI
+7,577.6%
-6,018.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.3% |
| 7D | +3.2% | +0.6% | +2.6% | +3.1% |
| 30D | +9.5% | +3.8% | +5.7% | +8.6% |
| 3M | +16.0% | +13.0% | +3.0% | +12.8% |
| 6M | +0.2% | +8.3% | -8.1% | -1.8% |
| YTD | -0.3% | +20.6% | -20.9% | -4.8% |
| 1Y | +4.7% | +6.5% | -1.7% | +2.5% |
| 3Y | +26.5% | +53.7% | -27.2% | +12.9% |
| 5Y | -18.2% | +72.7% | -90.9% | -29.6% |
| 10Y | +40.0% | +363.2% | -323.1% | -7.6% |
| All | +1,559.0% | +7,577.6% | -6,018.6% | +546.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling