+37.0%
MDT vs TDG
+547.7%
-510.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | +0.2% | -7.7% | +7.9% | +2.8% |
| 3M | +14.3% | -9.3% | +23.6% | +17.6% |
| 6M | +4.0% | -9.4% | +13.4% | +6.7% |
| YTD | -3.7% | -14.3% | +10.6% | +0.2% |
| 1Y | -0.4% | -11.8% | +11.5% | +2.6% |
| 3Y | +23.3% | +52.0% | -28.6% | +3.6% |
| 5Y | -18.9% | +128.8% | -147.7% | -42.1% |
| All | +37.0% | +547.7% | -510.7% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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