-2.6%
MDT vs TPG
+71.4%
-74.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.3% |
| 7D | -1.6% | -11.8% | +10.2% | +0.3% |
| 30D | +1.0% | -6.3% | +7.3% | +1.9% |
| 3M | +15.2% | +13.6% | +1.6% | +12.5% |
| 6M | +3.7% | +13.8% | -10.2% | +0.9% |
| YTD | -3.0% | -23.7% | +20.8% | +0.6% |
| 1Y | +2.5% | -18.2% | +20.6% | +4.6% |
| 3Y | +26.5% | +80.1% | -53.7% | +5.7% |
| All | -2.6% | +71.4% | -74.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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