+40.6%
MDT vs TPR
+299.5%
-258.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +0.1% |
| 7D | -0.3% | -7.3% | +7.0% | +1.1% |
| 30D | +2.8% | -30.7% | +33.5% | +9.7% |
| 3M | +13.1% | -21.6% | +34.7% | +17.8% |
| 6M | +2.3% | -21.3% | +23.7% | +6.1% |
| YTD | -2.7% | -10.2% | +7.5% | -1.9% |
| 1Y | +0.9% | +9.5% | -8.6% | -2.6% |
| 3Y | +26.8% | +280.8% | -254.0% | -7.8% |
| 5Y | -19.5% | +218.7% | -238.2% | -41.2% |
| 10Y | +40.6% | +306.7% | -266.1% | -17.7% |
| All | +40.6% | +299.5% | -258.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling