+23.3%
MDT vs TE
-26.8%
+50.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +0.2% |
| 3M | +14.3% | -45.6% | +59.8% | +14.7% |
| 6M | +4.0% | -43.4% | +47.4% | +4.0% |
| YTD | -3.7% | -31.0% | +27.3% | -4.4% |
| 1Y | -0.4% | +145.2% | -145.6% | -5.3% |
| 3Y | +23.3% | -24.1% | +47.4% | +19.7% |
| All | +23.3% | -26.8% | +50.1% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling