+25.1%
MDT vs TEM
+61.6%
-36.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | +3.2% | +0.9% | +2.3% | +3.2% |
| 30D | +9.5% | +38.4% | -28.9% | +7.8% |
| 3M | +16.0% | +23.7% | -7.7% | +14.4% |
| 6M | +0.2% | +26.0% | -25.8% | -1.5% |
| YTD | -0.3% | +9.4% | -9.7% | -1.5% |
| 1Y | +4.7% | -17.3% | +22.0% | +4.4% |
| All | +25.1% | +61.6% | -36.5% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling