-7.3%
MDT vs TE
-52.9%
+45.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | +0.2% | -5.9% | +6.1% | +0.3% |
| 3M | +14.3% | -45.6% | +59.8% | +15.2% |
| 6M | +4.0% | -43.4% | +47.4% | +4.1% |
| YTD | -3.7% | -31.0% | +27.3% | -4.5% |
| 1Y | -0.4% | +145.2% | -145.6% | -6.8% |
| 3Y | +23.3% | -24.1% | +47.4% | +17.3% |
| 5Y | -18.9% | -48.1% | +29.3% | -22.1% |
| All | -7.3% | -52.9% | +45.6% | -14.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling