-18.2%
MDT vs TDY
+39.0%
-57.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.1% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | +0.2% | -12.0% | +12.3% | +4.2% |
| 3M | +14.3% | -3.2% | +17.5% | +14.9% |
| 6M | +4.0% | -7.9% | +11.9% | +6.1% |
| YTD | -3.7% | +18.2% | -21.9% | -9.9% |
| 1Y | -0.4% | +6.7% | -7.0% | -3.6% |
| 3Y | +23.3% | +47.5% | -24.2% | +4.7% |
| All | -18.2% | +39.0% | -57.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling