+10.5%
MDT vs TLN
+1.6%
+8.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +1.7% |
| 7D | +1.0% | +11.0% | -10.0% | +1.5% |
| 30D | +9.2% | +4.9% | +4.3% | +9.6% |
| 3M | +14.5% | +4.9% | +9.6% | +15.1% |
| 6M | +37.3% | +7.1% | +30.2% | +37.4% |
| YTD | +9.8% | +0.3% | +9.5% | +9.8% |
| 1Y | +10.5% | +5.9% | +4.6% | +9.4% |
| All | +10.5% | +1.6% | +8.9% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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