+2.5%
MDT vs TEM
-28.1%
+30.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | -0.1% |
| 7D | -1.6% | -9.2% | +7.6% | -1.2% |
| 30D | +1.0% | +5.5% | -4.4% | +0.4% |
| 3M | +15.2% | +18.7% | -3.5% | +13.4% |
| 6M | +3.7% | +15.4% | -11.7% | +1.8% |
| YTD | -3.0% | -0.5% | -2.5% | -4.1% |
| 1Y | +2.5% | -24.8% | +27.3% | +2.8% |
| All | +2.5% | -28.1% | +30.6% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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