+23.3%
MDT vs DTE
+43.4%
-20.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.2% |
| 7D | -3.4% | -2.6% | -0.8% | -2.4% |
| 30D | +0.2% | -4.4% | +4.6% | +1.9% |
| 3M | +14.3% | -8.3% | +22.6% | +18.2% |
| 6M | +4.0% | -8.1% | +12.1% | +7.4% |
| YTD | -3.7% | +4.4% | -8.1% | -5.7% |
| 1Y | -0.4% | +0.2% | -0.5% | -0.8% |
| 3Y | +23.3% | +42.6% | -19.3% | +7.9% |
| All | +23.3% | +43.4% | -20.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 3y: compounded portfolio wealth divided by compounded DTE 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…
3y analysis · Full analysis span regression · 6 months rolling