+57.4%
MDT vs TLN
+580.6%
-523.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.8% | +4.6% | +1.8% |
| 7D | +1.0% | +11.0% | -10.0% | +1.3% |
| 30D | +9.2% | +4.9% | +4.3% | +9.4% |
| 3M | +14.5% | +4.9% | +9.6% | +14.8% |
| 6M | +37.3% | +7.1% | +30.2% | +37.6% |
| YTD | +9.8% | +0.3% | +9.5% | +10.0% |
| 1Y | +10.5% | +5.9% | +4.6% | +10.8% |
| 3Y | +57.4% | +578.5% | -521.0% | +51.9% |
| All | +57.4% | +580.6% | -523.1% | +51.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling