+4.7%
MDT vs TE
+132.3%
-127.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.2% |
| 7D | +3.2% | -4.0% | +7.2% | +3.1% |
| 30D | +9.5% | -15.9% | +25.4% | +9.1% |
| 3M | +16.0% | -60.5% | +76.5% | +14.5% |
| 6M | +0.2% | -35.2% | +35.4% | -0.4% |
| YTD | -0.3% | -31.1% | +30.9% | -0.7% |
| 1Y | +4.7% | +148.6% | -143.9% | +5.1% |
| All | +4.7% | +132.3% | -127.6% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling