+9.3%
MDT vs DT
+101.6%
-92.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -1.6% | -2.5% | +1.0% | -1.2% |
| 30D | +1.0% | +3.5% | -2.5% | +0.4% |
| 3M | +15.2% | +26.7% | -11.5% | +10.6% |
| 6M | +3.7% | +36.1% | -32.5% | -2.3% |
| YTD | -3.0% | +18.6% | -21.6% | -6.8% |
| 1Y | +2.5% | +7.9% | -5.4% | 0.0% |
| 3Y | +26.5% | +8.6% | +17.9% | +21.1% |
| 5Y | -18.3% | -26.7% | +8.4% | -18.7% |
| All | +9.3% | +101.6% | -92.3% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling