+173.4%
MDT vs TDG
+12,853.5%
-12,680.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.6% | -2.7% | +1.1% | -0.8% |
| 30D | +1.0% | -9.3% | +10.3% | +4.0% |
| 3M | +15.2% | -7.1% | +22.2% | +17.6% |
| 6M | +3.7% | -11.2% | +14.8% | +6.9% |
| YTD | -3.0% | -15.3% | +12.3% | +1.1% |
| 1Y | +2.5% | -12.5% | +14.9% | +5.6% |
| 3Y | +26.5% | +51.2% | -24.7% | +8.0% |
| 5Y | -18.3% | +126.1% | -144.4% | -39.5% |
| 10Y | +40.2% | +536.2% | -496.1% | -28.0% |
| All | +173.4% | +12,853.5% | -12,680.0% | -33.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling