+354.4%
MDT vs TNA
+944.8%
-590.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.1% | +3.6% | +0.2% |
| 7D | -0.3% | -3.6% | +3.3% | +0.3% |
| 30D | +2.8% | -10.1% | +12.8% | +4.7% |
| 3M | +13.1% | +2.7% | +10.4% | +11.9% |
| 6M | +2.3% | +38.4% | -36.1% | -5.0% |
| YTD | -2.7% | +45.4% | -48.1% | -11.1% |
| 1Y | +0.9% | +55.9% | -55.1% | -9.9% |
| 3Y | +26.8% | +109.8% | -83.0% | -1.3% |
| 5Y | -19.5% | -22.5% | +3.1% | -30.1% |
| 10Y | +40.6% | +87.5% | -47.0% | -16.8% |
| All | +354.4% | +944.8% | -590.4% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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