-5.8%
MDT vs TE
-48.3%
+42.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.9% | -2.1% |
| 7D | +0.4% | +18.2% | -17.8% | +0.1% |
| 30D | +6.0% | -13.5% | +19.5% | +6.2% |
| 3M | +15.5% | -44.6% | +60.1% | +16.5% |
| 6M | +3.4% | -24.7% | +28.1% | +2.8% |
| YTD | -2.2% | -24.3% | +22.1% | -3.2% |
| 1Y | +2.6% | +155.6% | -153.0% | -4.0% |
| 3Y | +27.5% | -18.3% | +45.8% | +21.2% |
| 5Y | -20.1% | -41.3% | +21.2% | -23.3% |
| All | -5.8% | -48.3% | +42.4% | -13.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling