+219.8%
MDT vs TPR
+8,033.7%
-7,813.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.7% |
| 7D | +5.4% | +14.2% | -8.7% | +2.9% |
| 30D | +19.1% | +17.1% | +2.0% | +15.6% |
| 3M | +19.5% | -17.7% | +37.2% | +23.3% |
| 6M | +33.5% | -10.2% | +43.6% | +35.0% |
| YTD | +8.7% | +4.9% | +3.8% | +6.4% |
| 1Y | +16.8% | +36.1% | -19.3% | +8.7% |
| 3Y | +53.0% | +416.5% | -363.5% | +7.2% |
| 5Y | -2.9% | +254.8% | -257.7% | -29.0% |
| 10Y | +61.4% | +391.7% | -330.3% | 0.0% |
| All | +219.8% | +8,033.7% | -7,813.8% | +18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling