+1,693.8%
MDT vs DRI
+8,033.5%
-6,339.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.5% |
| 7D | -3.7% | -0.3% | -3.3% | -3.6% |
| 30D | +8.6% | +10.8% | -2.3% | +6.2% |
| 3M | +12.2% | +0.9% | +11.3% | +11.9% |
| 6M | +33.7% | +16.3% | +17.4% | +29.1% |
| YTD | +7.8% | +27.8% | -20.0% | +1.7% |
| 1Y | +8.9% | +33.9% | -25.0% | +1.6% |
| 3Y | +57.6% | +67.2% | -9.6% | +38.1% |
| 5Y | -0.7% | +79.0% | -79.7% | -15.2% |
| 10Y | +60.3% | +332.2% | -271.9% | +7.0% |
| All | +1,693.8% | +8,033.5% | -6,339.7% | +589.9% |
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