+19.9%
MDT vs TKO
+5.6%
+14.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +3.4% | +2.8% | +5.6% |
| 7D | +10.7% | +11.3% | -0.5% | +9.0% |
| 30D | +19.3% | +9.3% | +10.0% | +17.7% |
| 3M | +22.8% | +5.3% | +17.5% | +21.7% |
| 6M | +36.4% | +4.9% | +31.5% | +34.8% |
| YTD | +12.1% | -6.3% | +18.4% | +12.8% |
| 1Y | +19.9% | +4.9% | +15.0% | +17.8% |
| All | +19.9% | +5.6% | +14.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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