+193.4%
MDT vs TPR
+7,380.8%
-7,187.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +3.2% | -2.3% | +5.5% | +3.7% |
| 30D | +9.5% | -23.0% | +32.5% | +14.5% |
| 3M | +16.0% | -12.5% | +28.4% | +18.3% |
| 6M | +0.2% | -21.4% | +21.6% | +3.9% |
| YTD | -0.3% | -3.5% | +3.2% | -0.8% |
| 1Y | +4.7% | +17.4% | -12.6% | +0.1% |
| 3Y | +26.5% | +291.3% | -264.7% | -6.5% |
| 5Y | -18.2% | +241.9% | -260.1% | -39.8% |
| 10Y | +40.0% | +322.7% | -282.6% | -10.7% |
| All | +193.4% | +7,380.8% | -7,187.3% | +10.8% |
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