+10.2%
MDT vs DT
+97.2%
-87.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.1% | +1.2% | -1.4% |
| 7D | +0.4% | -4.9% | +5.2% | +1.1% |
| 30D | +6.0% | +2.7% | +3.3% | +5.4% |
| 3M | +15.5% | +20.0% | -4.4% | +11.8% |
| 6M | +3.4% | +28.0% | -24.6% | -1.6% |
| YTD | -2.2% | +16.0% | -18.2% | -5.7% |
| 1Y | +2.6% | +0.7% | +1.9% | +1.2% |
| 3Y | +27.5% | +6.2% | +21.3% | +22.6% |
| 5Y | -20.1% | -28.1% | +8.1% | -20.2% |
| All | +10.2% | +97.2% | -87.0% | -20.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling