+324.6%
MDT vs TKO
+1,395.0%
-1,070.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | +1.0% | -2.6% | +3.7% | +1.3% |
| 3M | +15.2% | -7.8% | +23.0% | +16.2% |
| 6M | +3.7% | -7.0% | +10.7% | +4.3% |
| YTD | -3.0% | -8.5% | +5.6% | -2.3% |
| 1Y | +2.5% | -1.3% | +3.8% | +2.1% |
| 3Y | +26.5% | +105.0% | -78.5% | +13.9% |
| 5Y | -18.3% | +292.9% | -311.2% | -32.7% |
| 10Y | +40.2% | +979.3% | -939.2% | -0.7% |
| All | +324.6% | +1,395.0% | -1,070.4% | +136.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling