+23.7%
MDT vs DT
+75.7%
-52.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | +1.0% | +3.1% | -2.1% | +0.6% |
| 30D | +9.2% | -29.5% | +38.7% | +14.7% |
| 3M | +14.5% | -11.7% | +26.2% | +16.0% |
| 6M | +37.3% | +29.0% | +8.3% | +30.3% |
| YTD | +9.8% | +3.4% | +6.5% | +7.3% |
| 1Y | +10.5% | -4.2% | +14.8% | +9.4% |
| 3Y | +57.4% | -12.8% | +70.3% | +55.8% |
| 5Y | +1.2% | -39.6% | +40.8% | +3.8% |
| All | +23.7% | +75.7% | -52.0% | -9.5% |
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